I understand that, due to the Doppler effect, different frames of reference moving at different velocities relative to each other will measure different photon frequencies and hence energy. The amount of energy measured in a frame of reference is specific and unique to that frame. That was answered in this question.
However, photons that undergo a redshift due only to the metric expansion of space seem like they lose energy but not because the photon source and observer are in different frames of reference, but because space itself is expanding. See this animation. As I understand the expansion of the universe, if a photon was reflected back to its source the source would not measure the same frequency for the photon as when it was emitted due to the elongating of the photon's wavelength by the intermittent metric expansion of space.
How are we to interpret this? Is the source no longer in the same frame of reference as when the photon was first emitted (thus reducing to the simple Doppler effect)? Is energy conservation being violated? Or is the missing photon energy being somehow transmitted into space itself?
