Icy moons: why hasn't the ice sublimated away?
I'll pick up on your example as it can be used very well for illustrating the main points:


First: The solar intensity in Jupiters orbit is less than 4 percent compared to Earths. So much less energy comes from the Sun which limits possible sublimation significantly
Second: Sure tidal flexing leads to fountains. These fountains blow material into space. But this does not mean that all the material will leave Europas surface forever. It can fall back or it stays in Europas orbit and returns to the surface due to the effects of Jupiters magnetic field or gravitational forces of the other moons.
Third: Sure the heat of the tidal flexing has to go somewhere. And it is largely irratiated away. As Europas surface is quite bright it reflects most sunlight away instead of absorbing it. This makes Europas surface quite cool (50-125K). Compare it with the darker neighboring moon Ganymede (70-152K). As you can see the albedo (which means the reflectivity of the surface) is far more important than the tidal heating. 
Fourth: Jep some of the water is split up by the radiation. This leads to an oxygen 'atmosphere' on Europa with 0.1 µPa surface pressure. While this is detectable it still is practically a vacuum. There is very little oxygen there, probably not more than a few hundred or thousand tons on the whole moon. Not enough to threaten the existence of moon with a mass of 4.8 * 10^22 kg


In summary: Yes, icy moons lose some of their material. But for exactly this reason they only appear in the outer solar system where the solar radiation is low enough to make this effect negligble.