Does the threshold of the gray reward you of on energy if you conquer without an opponent?

No. Threshold of the Gray only triggers "when combat starts here," and conquering an empty battlefield is a Non-Combat Showdown — no Combat is ever staged, so the trigger never fires and you get no energy.

Combat only starts when opposing players' units are present at the same battlefield (Rule 456). Moving into an uncontested battlefield with no enemy units skips Combat entirely, so there's no attacker/defender trigger either. If your opponent later sends units in and an actual Combat Showdown begins, then the ability fires and both the attacker and defender each Add 1 energy — but a solo conquer gets nothing.