In a sustained (read static) turn TE should remain constant
In that PE should remain constant in that the definition of a sustained turn is the altitude does not change while turning, an equilibrium of sorts with regards to the lift of the wings and the elevator deflection at the current bank angle are such that they cancel out gravity. And KE should remain constant too, an equilibrium of sorts where the thrust and drag of the elevator deflection at the current bank angle cancel out drag to maintain a constant speed.
Where it gets interesting is in a instantaneous turn (read dynamic) where TE does not remain constant. high wing loaded planes can make quick initial/instantaneous turns due to the small wing area, but they than have poor sustained turns due to the small wing area.
With regards to the in-game Fw190 that has a the best of both worlds (a wing loading that is not too high or too low) is kind of dammed if you do and dammed if you don't, in that it's wing loading is 'high' enough such that it will allow a pilot to do a quick initial/instantaneous turn which in turn (pun intended) bleeds off a lot of energy due to generating high values of AoA and thus drag. But the wing loading is also 'low' enough to give it a decent sustained turn.
Thus the problem with the Fw190 bleeding speed is not the Fw190 but the pilot
In that the pilot makes use of the good initial/instantaneous turn to make the initial turn but does not ease off the stick to take advantage of the sustained turn capabilities.
Long story short the pilot keeps pulling thinking they can maintain that initial/instantaneous turn rate, which is just not the case, sooner or later you use up your energy (read bleed out).
Thus the good initial/instantaneous turn capabilities should only be used in short burst to line up a shot or to evade one