Imagine a thermionic diode connected in series with a resistor \$R\$. The circuit is hooked up to a voltage source \$V\$. The diode conducts a certain current \$I\$ and \$\Delta V_\text{diode}\ + \Delta V_\text{resistor} = \Delta V_\text{diode} + IR = V\$. That is: the voltage drops across the diode and the resistor sum to the total applied voltage.
Presumably the voltage drop \$\Delta V_\text{diode}\$ arises from the acceleration of electrons as they travel from cathode to anode. The kinetic energy of the electron velocity is lost as waste heat when the electron slaps against the anode.
Now, imagine replacing the diode with an equivalent triode. Imagine the voltage drop from cathode to the control grid is 0V. The grid is effectively superfluous and nothing about our circuit has really changed yet.
Finally, imagine lowering the grid voltage. This should reduce the current \$I\$ that conducts through the diode. Thus \$\Delta V_\text{resistor} = IR\$ also decreases. Thus the the voltage drop \$\Delta V_\text{diode}\$ should increase, since \$\Delta V_\text{diode} + \Delta V_\text{resistor}\$ must remain equal to the applied voltage \$V\$.
My question is: why/how is energy per coulomb lost as charge travels through the triode?
Because of the grid voltage, only electrons emitted at high-enough velocity can "punch through" the grid field and arrive at the anode. (This is why the current conducted by the tube drops.) My intuition was that these electrons that do succeed at passing from cathode to anode arrive at the anode with greater velocity, and thus more energy is lost as heat.
But then I thought: if one integrates the electric field from cathode to anode (the kinetic energy added due to the potential difference between cathode/anode), doesn't the work being done per electron remain constant (regardless the grid voltage)?
In summary: when the grid voltage is at a lower voltage than the cathode, the triode current drops. But what explains why \$\Delta V_\text{triode}\$ rises?
Examples
Example of voltage drop across resistor with no voltage applied to grid:
Example of voltage drop across resistor with negative voltage applied to grid:
Note that the voltage drop across the resistor has decreased (and the voltage drop across the triode has increased).