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A hydrogen -gas -filled balloon of mass...

A hydrogen -gas -filled balloon of mass m can rise to a maximum height h above the earth's surface .On the earth's surface, potential energy of the balloon=

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The potential energy of an object of mass m , raised to a height h is mgh . Here mg=weight of the object =net downward force. But for a balloon of mass m, the net downward force is not mg. When it is stationary at a height h, the upward bouyancy balances the weight , the net downward force is zero. So the potential energy of the balloon at that height=0 , not mgh. this means that the total mechanical energy is zero, on the ground as well as at the height h. Thus , the law of conservation of energy is not violated.
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