What is the average energy loss if a booster connected to power source but without a load?
Yes, battery will drain due to quiescent operating current the chip draws when it is working. It is listed in the datasheet, both in the cover page and in the electrical specifications, so open the datasheet and read the value from datasheet.
In addition to what the chip consumes, all external components consume current too. The feedback network obviously adds about 1mW of constant load.