Why is there a fundamental conservation law?
PT formulates the fundamental principle of persistence: a total budget of distinctions is split between persistent structure and entropic dispersion.
If a system offers $m$ possibilities, it takes a certain number of yes/no distinctions to identify one of them. That total budget is technically written $\log_2(m)$, but the plain idea is: the system cannot carry more distinctions than its space of possibilities allows.
This budget is split exactly between persistent structure, measured by $D_{KL}$, and entropic dispersion, measured by $H(P)$. The compact notation is $\log_2(m) = D_{KL}(P\Vert U_m) + H(P)$.
Conservation is therefore not added from outside. It expresses the fact that a distinction cannot produce more capacity than it carries.
GFT, preface, arithmetic chapters