I dont think we should consider the energy of the electrons. For both para- and ortho- hydrogens, the two electrons are sitting in the same ground state molecular orbital of the hydrogen molecule, so I dont think there is a difference.
The energy of a hydrogen molecule arises from its translational, rotational and vibration kinetic energy. At room temperatures, the vibrational kinetic energies are "frozen out", while the translational kinetic energy of ortho- and para- hydrogen are more or less equal. So we'll consider only the rotational kinetic energy.
According to this:
The lowest parahydrogen level is lower than the lowest orthohydrogen level by $\Delta E / k_b \simeq 175 K$
This suggests that there are actually many energy levels of parahydrogen and orthohydrogen. When that wikipedia statement was comparing energy levels, it was probably referring to the lowest energy levels.
But why is the lowest parahydrogen energy level lower than the lowest orthohydrogen energy level?... Because the parahydrogen can reach a lower energy rotational state than orthohydrogen!
To understand this, first, frame the problem as a quantum rigid rotor. Next, realize that the wavefunction solution must be antisymmetric under particle exchange because the wavefunction describes two identical fermions (the hydrogen nuclei).
Now, wash away the idea that we are dealing with two nuclei and focus on the wavefunction.
The wavefunction consists of two parts: the spin part and the spatial part. If the spatial part is antisymmetric, the spin part must be symmetric, in which case we call the molecule a orthohydrogen. If the spatial part is symmetric, the spin part must be antisymmetric, in which case we call the molecule a parahydrogen.
The rotational hamiltonian is
$$\hat{H} = \frac{\hat{\mathbf{J}}^2}{2I}$$
The wavefunction solutions are the spherical harmonics $Y_{J,M}$, and the energy eigenvalues are
$$ E_J = \frac{\hbar^2J(J+1)}{2I}$$
with a degeneracy of $2J+1$
(I used to think that spherical harmonics are amplitudes of an electron around a nucleus. But now that they are used to represent two rotating particles surprised me.)
The lowest energy spherical harmonic is the $J=0$ state, which is symmetric, followed by the $ J = 1,2,3...$ states. So the lowest energy level will be a parahydrogen, followed by a orthohydrogen, then a parahydrogen....
PS: I am answering my own question, so there is a high chance I got something wrong