Why generating random consumes an entropy?
For the same reason that to generate true random bits using coin throws, one needs to throw a coin for each bit generated. Any attempt to use less throws is doomed (against a computationally unbounded adversary, or if the technique relies on few simple bit combinations).
Why generating a random bit causes that entropy to become useless?
Revealing a generated random bit is what makes it useless towards generating further secure random bits.
There's a solution: generate a sufficient number of random bits (like 256 or more) and use these, exclusively, to seed a Cryptographically Secure Pseudo Random Number Generator which will supply an endless stream of bits that have all testable properties of truly random bits. That's part of the strategy of Unix's