We need to conserve natural resources because there isn't an evidence that these resources are going to last for a long time, considering man's usual consumption of these resources.
There will come a time that there are some natural resources that will be gone [especially non-renewable ones and ones that are in high demand].  Conserving natural resources reduces the rapid depletion of biodiversity and it maintains the balance of the undisrupted ecology.

We can use alternative sources of energy instead of non- renewable ones.