Most engines are less than 30% efficient at producing movement. The majority of the energy is lost as heat.
Thermodynamics tells us that pretty much all energy ends up as heat. In a closed system, any device that uses energy is 100% efficient at making heat. A 1000W computer will make exactly as much heat as a 1000W heater.
A 100% efficient engine can only exist if the desired output is heat, thus making it a pretty useless engine. Also, in a closed system, the exhaust cannot leave.