how am i losing PE as I approach the sun. as i get closer, the suns gravitational effect on me increases, increasing my PE. also increasing my KE. certainly there will be a point at which PE is no longer increasing, but until that point PE is being created.

as for landing on the moon. if we take an object a little further away, say pluto. we land on pluto. we are now for all intents and purposes fully outside of the effects of the gravity of the earth. unless we decide to make the return trip to the earth, the PE that was built up when we left the earth is now lost forever. since pluto has a smaller gravitational pull (compared to that of the earth) the energy that is exchanged during our landing will be less than the energy that was required to leave the earths atmosphere, meaning that energy was lost somewhere along the way. it wasnt lost during propulsion to pluto, as that is a pretty straightforward shift from fuel to kinetic energy. it was lost because the concept of potential energy is inherently flawed (if we allow travel outside of the influence of the earths gravitational field).