Decrease in stored energy after connection of another capacitor
This problem is a classic and it provides a wonderful example of the limitations of ideal circuit theory.

There are three assumptions underlying ideal circuit theory and one of those assumptions is, essentially, to ignore the self-inductance of the circuit.

But any circuit (closed path) has inductance.  So, even if we keep the idealization of zero resistance wire and ideal capacitors, we cannot escape the fundamental inductance of the circuit (unless we shrink the circuit to zero size).  

A careful analysis will show that, even if the resistance is zero (or effectively so) so that there is no effective resistive loss, there is energy "lost" to the electromagnetic field; the "lost" energy is radiated away as electromagnetic radiation.

A detailed derivation can be found in A Capacitor Paradox.