Some forces store the energy that they remove, and make this energy available for later use - and some forces don't. Stored energy is called potential energy. Compare the following two situations:
In the first situation, the energy that gravity removes from the system (by doing negative work) is stored as gravitational potential energy (GPE). This potential (stored) energy can be converted into kinetic energy. Both kinetic energy and gravitational potential energy are types of mechanical energy.
In the second situation, the energy that friction removes from the system (by doing negative work) is not stored as potential energy, nor is it converted to any other form of mechanical energy. Where does it go, then?