Matter has a lot of energy, it's just mostly bound up in being physical. When we release that energy, or even a fraction of it, we get nuclear blasts. I would argue that soul energy is a similar thing.
Especially since conservation of energy is still in effect, bringing things from Outside just stops the equation from being a closed system, in the same way as fueling a car, or the sun radiating on a photocell.
I do question your numbers about Mab and her power levels though. We saw her bring snow to Chicago out of season, but that took a LOT out of her, and while it's large in relation to things like your average vegetable garden, it's still small in relation to actual weather, like cold fronts, hurricanes, and so on.
(also, technically that's the ability to control weather, not climate. Weather is snow, rain, clouds; climate is temperate, desert, arctic, subtropical, etc... Pedantry ho!)
We saw her and Titania start moving massive air fronts, but I don't know if we have any way of determining what power was involved with that, it could have been a pebble=landslide thing. Wheras the snow was out of season, and more likely to require a more brute force application.