Is David Lewis an Idiot?

This is a short one, I've been think of Modal Realism and the laws of physics in general and here's the problem I've seen. Modal Realism suggests that every possible world exists, but beyond our immediate reach. Worlds where Elvis, JFK amd your uncle Dave never died. Worlds were magic is real and worlds were humanity never existed. Doesn't this thought fly in the face of the first law of Thermodynamics, i.e. the conservation of energy? Said law states that energy can not be created or destroyed. For Modal Realism to work one would require infinite space (which I'm happily buy), infinite matter (which I think it pushing it alittle) and lastly infinite energy (which I can't buy.)It's a nice thought that your imaginary friends from childhood are really out there, but it seems improbable.