LIGO was able to detect gravitational waves, which I'm pretty sure must require non-zero transfer of energy in one form or another. (I'm hedging a little only because I know LIGO was measuring relative changes in metric distance, which might possibly not require absorbing energy... but just intuitively it's hard for me to fathom any transfer of information without a transfer of energy: it simply shouldn't be possible.) But 1) it's a remarkably small loss of energy, since the gravitational coupling to matter is so weak, and 2) LIGO is very specifically reacting to gravitational waves rather than to static (or quasi-static) gravitational fields, and the absorptive properties there will certainly be different (just as they are for electromagnetism).
General relativity will probably add some effects like that, but then quantum electrodynamics adds light scattering off of light, so the analogy is still ok as far as analogies go.