Note that your formula
$$E=\int P(\omega,t) dt=\int U(\omega,t) I(\omega,t) dt$$ can be rewritten as
$$E=\int U(\omega,t) I(\omega,t) dt=\int\frac{U^2(w,t)}{Z}dt$$ Now, let $U=U_0\sin(wt)$ and $Z=const$ which is reasonable during a short period of time $t$.Thus:
$$E=\frac{1}{Z}\int_0^{t} U^2(w,t)dt=\frac{U_0^2}{Z}\int_0^{t} \sin^2(w,t)dt$$ Next:
$$\int_0^{t} \sin^2(w,t)dt=\frac{t}{2}-\frac{\sin(2wt)}{4w}$$ So, if $w\rightarrow\infty$, then $E$ does not depend of $w$.
Edit:
Additions:
To be more specific, the circuit's impedance $Z$ depends on the frequency as
$$Z=\sqrt{r(w)^2+\left ( wL-\frac{1}{wC}\right)^2}$$ where $L$ is the circuit's impedance and $C$ is the circuit's capacitance and $r$ is the resistance which depends also on $w$ due to the skin effect.
That means $Z \rightarrow wL$ as $w\rightarrow\infty$ if $L\neq 0$
So an answer, closer to reality is that
$$E=\frac{U_0^2}{wL}\frac{t}{2};w\rightarrow\infty$$