I know that in a power system there are no energy storage elements. Due to this, as soon as power is generated by the generators it is transmitted to the end user where the power is utilized.

Say a power system is stable at the moment (energy supply is equal to the energy consumption.) If new equipment is connected to the power system (say 5 MW) it is energized as soon as it is connected.

Where does that additional 5 MW of power come from instantly until the power system frequency goes down and the active power governors speed up the generators? (Obviously there is a time delay.)