It is a really interesting question for someone who believes in lower level laws (e.g., Aristotelian laws grounded in the natures of substances, or in separate laws of nature governing different kinds--electrical, gravitational, etc.--of interaction) how higher level laws like the law of conservation of mass-energy which depend on the appropriate coordination of lower level laws (e.g., in the Aristotelian case, that no entity can increase its mass-energy without some other entity decreasing its mass-energy at the same time) get to be explanatory. One answer is that the higher level laws entail the lower level ones and are ontologically more basic. Aristotelians will deny this, though, and I am not sure we have reason to think so. Certainly, the law of conservation of mass-energy does not by itself entail various electromagnetic laws--other assumptions need to be added. It seems at least possible, and I think plausible, that the lower level laws are in fact ontologically more basic, and the higher level ones supervene on them.
I wonder whether the right answer to that question isn't Leibnizian. The lower level laws (perhaps combined with certain boundary conditions) entail the higher level ones. The explanation of the coordination of lower level laws to produce certain cool results like conservation of mass-energy is that it is good that the lower level laws be such as to result in these higher level laws (which have various positive axiological features, such as elegance), and God does what is good.
There may also be a nice teleological answer, if one can make sense of a teleological dependence between laws. In fact, the theistic answer might have two takes: a more voluntarist one and a more teleological one.