What's wrong with the idea of energy life forms?
Define 'life form'.
We can't say that 'this is life, and it's the only way it can be' because we only have one example. It's like saying that all technology is based on fire; to our knowledge, only one species has evolved to the point of developing a technology, and that was based on fire, but we only have one example.
So really, we can't say that life forms comprised entirely of energy are impossible, because we don't know.