1) If I place an object on a table, it will sit there forever. There's no change in potential or kinetic energy.
If I hold the object at the end of my outstretched arm, eventually I can't do it anymore. But the object is still not changing kinetic/potential energy.
Where is the loss coming from?
2) Related question: An airplane is flying level in the air. How much power is needed to keep it level?
It seems clear that any explanation will revolve around inefficiency in the force-providing mechanism, something to do with how your muscles work for the first question and something to do with drag in the airplane example.