Hamilton doesn't say anything that suggests that the wormholes don't conserve energy. If they do conserve energy, then one of two things have to happen when the two ends of the wormhole are at different gravitational (or electric, etc) potentials: Either there is a force inside the wormhole so that traversing it you do just as much work as you would have going the long way -- i.e., you do the work needed to lift the body from the starting potential to the exist potential -- or the apparatus that generates the wormhole provides the energy boost to "climb" up out of a potential well. Either way, the energy you'd get back going downhill is just the energy you spent getting to the higher potential end. No gain.
Barring magical, hand-waving, Clarke's Third Law properties you'd expect one or the other to be true. Hamilton makes it clear that there is no force inside the wormhole that must be overcome, so as far as anyone can say from the stories, the wormhole apparatus provides the energy needed to go to a higher potential (and absorbs the energy liberated when going to a lower potential.)
Out of universe, I don't see any indication he's thought about it. (In general, his technology is all pretty magical and arbitrary, but he does a good job of providing in-story plausibility.)