Is it accurate that light loses energy in the absence of gravity and gains energy in its presence? I just read an article about the supervoid they found and this is suggested.  If so, then I am more and more fascinated with the ties between light and gravity.
Let me emphasize, every article that I read on the newly discovered supervoid says the same thing:  Light loses energy in the void and gains energy after emerging from the supervoid.
 A: Yes, well, sort of. Energy can be a bit tricky to keep track of in general relativity, and it's important to be precise about what we mean by energy. In this case the issue is whether the light is red shifted. The red shift does reduce the energy of individual photons, though overall the energy is not lost - it's just diluted.
You probably know that the light from distant galaxies is red shifted due to the expansion of the universe (the cosmological red shift) so all light reaching us from distant parts of the galaxy is red shifted. However the light reaching us that has passed through the supervoid is red shifted more that the rest of the light that didn't pass through the void.
If you shine light into a gravitational potential well it is blue shifted as it falls into the well and redshift when it emerges. This is known as the gravitational red shift (or blueshift) and it's been experimentally measured on Earth. Conservation of energy means the red shift when emerging has to match the blue shift on entering the well, so the net energy change is zero. Overall the light can neither gain nor lose energy. With a void we get the opposite effect - the light red shifts as it enters the void and blue shifts as it leaves the void, and just as with a gravity well, under normal circumstances the red and blue shifts would be the same.
However when you have an object as large as the supervoid, the object is increased in size by the expansion of the universe while the light is passing through it. This means the red shift the light experiences on entering the void is different to the blue shift the light experiences when leaving the void. The end result is that there is an overall red shift that is greater than if the void was not there.
If you're interested to know more, this effect is known as the Integrated Sachs–Wolfe effect, or more precisely the late-time integrated Sachs–Wolfe effect. The effect only happens because the expansion of the universe is currently accelerating, or more precisely it was accelerating when the light we see passed through the void about 3 billion years ago. The accelerating expansion tends to smooth out density differences, so in effect the void was shallower when the light left it than when the light entered it and hence the frequency shift of the light was different.
It has been suggested that the void is the cause of the CMB cold spot. The argument is that for light crossing the void the ISW effect reduces its energy enough to explain the lower temperature.
A: Following Einstein's comment that photons are indivisible units it is not really to explain why a photon has to be red shifted when it emerge from a gravitational potential. It does not radiate, hence it does not loose energy.
More intuitive is the explanation that dependent from the gravitational potential, where a body is located, this body radiates photons with red shifted or blue shifted photons in relation to an emitter in different potential (and the same for the receivers). To be precise, an electron in disturbed hydrogen atom radiates red shifted or blue shifted photons dependent from the gravitational potential this electron is located in relation to our gravitational potential.
I would change my point of view, if I get an explanation, why this statement - we are talking about gravitational shift, not about red shift from universe expansion - has to be less logical when the postulated frequency change of photons.
A: 
Is it accurate that light loses energy in the absence of gravity and gains energy in its presence?

No. Conservation of energy applies, even when it comes to gravitational redshift and blueshift. If you send a 511keV photon into a black hole, the black hole mass increases by 511keV/c². It doesn't increase by more than this. The descending photon doesn't actually gain any energy. There is no magical mysterious mechanism by which energy somehow zaps across space into the descending photon. We do however measure it to be blueshifted when we go lower. This is because when a body falls down, gravity converts potential energy in that body into kinetic energy which is typically radiated away. The body then has a mass deficit, see Wikipedia:
"This missing mass may be lost during the process of binding as energy in the form of heat or light, with the removed energy corresponding to removed mass through Einstein's equation E=mc²."
The body, which might be you, now comprises less mass/energy than it did, so in comparison the photon appears to have gained energy. Another way to look at it is that you and your clocks go slower when you're lower, because of gravitational time dilation. So the photon frequency looks higher along with its E=hf energy. In similar vein if you speed towards a light source the frequency appears to increase, but the photons haven't changed, you have.    

I just read an article about the supervoid they found and this is suggested. If so, then I am more and more fascinated with the ties between light and gravity.

There's been some poor reporting of this supervoid. For example this article says photons of light slow down as they cross. Ask plenty of questions about it. 
