Strenuous exercise involves muscle damage, and some substances minimise the damage or speed up the recovery. For dogs who regularly exercise hard, this is a good idea, as is having regular days off so their body can recover.
It's not really about giving them more energy to keep going for longer (although is some cases I can see how that would be a good idea, like for events that last several days and is physically demanding), but about minimising damage to the body and replenishing muscles as quickly as possible so they can get stronger.
Of course you can build muscle without supplements, but it will likely take longer and if the dog gets sore, the soreness will last longer.
I don't see the point of giving an (overpriced) energy bar to a dog, but supplements for a dog who works hard are a good idea.