I will offer a tentative answer, although I think Michael Seifert's answer is actually excellent (although for an arbitrary system of masses it is impossible to construct a gravitational potential independent of time). On the one hand, if we derive the gravitational energy density equation, we have that:
$$\frac{\partial \epsilon_G}{\partial t} = \frac{\boldsymbol{g}}{4\pi G}\cdot \frac{\partial \boldsymbol{g}}{\partial t}, \tag{1}$$
On the other hand, the equation relating the field to the source $\nabla\cdot\boldsymbol{g} = 4\pi G \rho_m$ and the continuity equation imply that:
$$\frac{\partial (\nabla\cdot\boldsymbol{g})}{\partial t} = 4\pi G \frac{\partial \rho_m}{\partial t} = -4\pi G \nabla\cdot \boldsymbol{j}_m, \qquad \Rightarrow \frac{\partial \boldsymbol{g}}{\partial t} = -4\pi G \boldsymbol{j}_m, \tag{2}$$
By introducing this last
result in $(1)$, we obtain:
$$\frac{\partial \epsilon_G}{\partial t} = -\boldsymbol{g}\cdot \boldsymbol{j}_m, \tag{3}$$
We can see that this part is cancelled out with kineteric energy of matter:
$$\frac{\partial \epsilon_m}{\partial t} = \rho_m\boldsymbol{g}\cdot\boldsymbol{v} = \boldsymbol{g}\cdot\boldsymbol{j}_m, \qquad \Rightarrow \frac{\partial \epsilon_G}{\partial t}+ \frac{\partial \epsilon_m}{\partial t} = 0, \tag{4}$$
This result contrasts with the electromagnetic case where we have that:
$$\frac{\partial \epsilon_{EM}}{\partial t}+ \frac{\partial \epsilon_m}{\partial t} = -(\boldsymbol{E}\cdot\boldsymbol{j}_q + \mu_0^{-1}\boldsymbol\nabla \cdot (\mathbf{E}\times\mathbf{B})) + (\boldsymbol{E}\cdot\boldsymbol{j}_q)$$
So, in general, we have:
$$\frac{\partial \epsilon_{EM}}{\partial t}+ \frac{\partial \epsilon_m}{\partial t} = -\frac{1}{\mu_0}\boldsymbol\nabla \cdot (\mathbf{E}\times\mathbf{B})) \neq 0, \tag{5}$$
Thus, the main difference seems to be that in newtonian gravity the flux of energy at each point of space is zero $(4)$, precisely because matter and the gravitational field are instantaneously readjusted, which is relativistically untenable.
NOTE: In equation $(2)$ the more general solution is:
$$\frac{\partial \boldsymbol{g}}{\partial t} = -4\pi G \boldsymbol{j}_m + k\ \nabla\times(4\pi G\rho_m\boldsymbol{g})$$
although I originally considered $k = 0$, however, if one takes $k \neq 0$, then it opens the possibility of constructing a gravitational Poynting vector as:
$$ \boldsymbol{S}_G = \boldsymbol{p}_G = 4\pi k G \rho_m\boldsymbol{g}$$
That vector would only be nonzero if the gravitational field is NOT conservative, because it is not an irrotational field (this happens, for example, if $\boldsymbol{g}$ explicitly depends on time: $\boldsymbol{g} \neq -\nabla V_g$).