First off, during a nuclear blast, nothing is completely destoryed or lost. When atoms break apart they lose a little mass (i.e. the sum of the masses of the two daughter atoms are less then the mass of the original one). That would be pretty weird, but I'm sure of you seen the videos of nukes and the aftermath and I think its not hard to see that the lost mass is transformed into energy (E = m*c*c).
In addition, HDM has is world based very much in real science, so I think Dust is a transformed particle, not merely created. They are created by conscious thought and learning. How are they lost? Just like when you blast an atom apart, when you put it back together mass is gained and energy is lost. However, reversing the action of being conscious and learning is probably more complicated than simply forgetting and losing self-awareness. Remember, PP never actually created a situation where Dust was actually destroyed, merely lost to the abyss (either via specter or right into the abyss).
I couldn't really speculate much on the abyss though.
[Edit]
Wait, somethings not right... how would we gain power from fusion? I think I need to read the textbook a bit more
. I remember a graph of... i think it was nuclear bond energy vs atomic mass, and it peaked at iron, and I know that when stars being to fuse elements heavier than iron they lose energy in the process... and something about quantum tunnelling. Anyone read one of the HDM science books, kuz with those out I don't think they'd give this information away for free.