Yes, obviously a program with no mutability only heats up the CPU.
The point is to determine the points in your program where mutation happens, and the rest is immutable data and pure functions.
In the case of interacting services, for example, mutation should happen in some kind of persistent store like a database. Think of POST and PUT vs GET calls. Then a higher level service can orchestrate the component services.
Other times you can go a long way with piping the output of one function or process into another.
In a GUI application, the contents of text fields and other controls can go through a function and the output used to update another text field.
The point is to think carefully about where to place mutability into your architecture and not arbitrarily scatter it everywhere.