Let's consider the following situation. We put a body of mass $m$ at a distance $A$ from the center of Earth. We let the Earth attract the body and analyze the situation at a point $B$, closer to the Earth.
Now, the work done by the gravitational force (a conservative force, which seems to be important) is given by:
$$W = GMm\left(\frac{1}{r_B} - \frac{1}{r_A}\right)$$
This work equals the change of the kinetic energy of the system (approx., the Earth didn't budge too much) and the negative change of the potential energy of the system. The mechanical energy hasn't changed, the system is isolated.
What bothers me is this: why doesn't the work done by the gravitational force change the overall energy? It seems inconsistent to say "the work done equals the energy change, BUT not when the work is done by a conservative/internal force". Why does one work differ from another?