From the Wikipedia article on the Me 262:
The article cites two sources, neither of which uses the term 'energy retention':
http://zenoswarbirdvideos.com/Images/Me262/ME262PILOTDEBRIEF.pdf (Wikipedia doesn't actually include a link to this document, but I don't think it is hosted elsewhere)
As for the general merits of the Wikipedia Me 262 article, or of Wikipedia coverage of WW2 topics in general, I'm not proposing to start a discussion here. What I am interested in however is why the article uses a term ('energy retention') which is not only absent from the sources cited, but which appears not to be in general usage in aviation. Indeed, from what I can find on Google, usage of the term (as far as aviation goes) is almost entirely confined to a single context: discussion of air combat simulations/games. About the only exception to this I can find is a discussion on a RC aircraft forum, in relation to gliders. This is the first post in the thread:
The thread goes on to discuss further, and I'd recommend reading it, since it seems to be discussing much the same thing as combat simmers mean by the term. Ultimately, it seems to come to two sort-of-conclusions: that 'energy retention' is higher for heavier aircraft, and that otherwise it is a function of low drag at high angles of attack and control deflection angles. Beyond that, it doesn't actually arrive at any real definition. As the thread correctly states though, a glider can only hold two forms of useful energy: gravitational potential energy, and kinetic energy. A powered aircraft will of course also hold chemical potential energy, in the form of fuel which can be converted to thrust via the engine etc. Either way, whether discussing gliders or powered aircraft, it seems to me that the phrase lacks anything in the way of a concrete definition, and seems to be an amalgam of at least two, and possibly three, different things, all of which can, at least in theory, be measured: the mass of an aircraft, the drag under specific conditions (e.g. a turn at specific G), and arguably (except for gliders) excess power available beyond that to sustain a turn, if any. Now there is no particular problem with using undefined terms in general conversation, but doing so in an encyclopaedia article isn't particularly helpful (not least because most readers are unlikely to be combat simmers or RC aircraft enthusiasts), and I will suggest is actually unhelpful when trying to make objective comparisons between aircraft.
Why is it unhelpful though? Because, I have to conclude, the factors involved may well be directly contradictory in the context that simmers use the term, making any general assertion about aircraft X having more 'energy retention' than aircraft Y more or less meaningless. Higher mass clearly relates to higher kinetic energy, but all other things being equal also equates to higher drag during manoeuvres (and in level flight for that matter), given the need to generate higher lift, either through increased AOA or through increased speed - which can only be achieved through a reduction in gravitational potential energy (i.e. by losing height) or through the utilisation of chemical energy in the form of excess power. Consider three very different aircraft, and then decide which has the best 'energy retention'. Firstly, an advanced sailplane with high-aspect-ratio laminar flow wings, and minimal parasitic drag. Properly flown, it will 'retain energy' very well if put into a shallow dive to accelerate, and then placed into a zoom climb until it returns to its initial airspeed. To be sure, it will of necessity (in still air) end up losing some height, but the losses should be small in comparison to most aircraft. For contrast, consider a Sopwith Camel, turning on a sixpence in the sort of combat it seems best suited to. Properly flown (not easy...) it should be able to sustain altitude and airspeed almost indefinitely, while out-turning almost anything but a Fokker Dr1. Again, there are losses: in this case chemical energy in terms of burnt fuel. Otherwise, this is as good as you can get for 'energy retention'. You aren't losing any, despite the abysmal drag characteristics of a Camel in comparison to almost any aircraft of a few decades later. And finally, consider the Me 262, as described by Wikipedia. What exactly are they referring to here? It seems most like the Camel, in that they are apparently describing its performance in 'tight turns'. But 'tight' in comparison to what? And under what conditions? As test pilot Hans Fay suggests in the second of the sources Wikipedia cites, the Me 262, being a jet, has flight characteristics notably different from a typical piston-engined fighter. In particular, the engine performance (delivering relatively high power at high airspeeds, and low power at low airspeeds) means that its best sustained turn rate will be found at higher airspeeds than with prop fighters. Note though, that this is a function of high engine thrust, rather than low drag. The Me 262 has good 'energy retention' because it converts chemical energy most efficiently at high speeds. Our three examples than all demonstrate good 'energy retention': but only if you define it differently for the three cases.
I'll conclude then by suggesting that Wikipedia shouldn't be using the term 'energy retention' at all, since it doesn't define it. And that it would probably be for the best if combat simmers didn't use it either. It isn't 'a thing' at all. It is a confused amalgam of several different factors, all of which can be described more accurately. Lift-drag characteristics etc of high-performance gliders have been analysed to the Nth degree. The turn performance of the Sopwith Camel less so, but at least in principle all factors can be accounted for. Likewise, we know enough about the general characteristics of jet engines to make useful comments about the turning ability of the Me 262 under different conditions. In no case is anything useful added by vague references to 'energy retention'. Under all circumstances, all aircraft are 'losing energy' one way or another, and if they are losing it more or less under specific conditions, it is because of specific characteristics. Not because of some mythical property only found on simmer forums. If I'm wrong about this, I'd like the following questions answered: what are the appropriate units to measure 'energy retention' in, and how do you measure it, in a way that can make comparisons between different aircraft in different circumstances meaningful?