To tell you the truth, people do not quite really know. There are many hypothesis out there. I will give you two of them. Use the one that makes most sense to you.

FIRST EXPLANATION:"ENTROPY" As the dissolved solute particles interrupt the ordered three-dimentional interactions that normally occur between water molecules, entropy (or disorder) of water will increase and the Potential Energy of Water will decrease.

SECOND EXPLANATION:"WATER THIRST" Solute particles are hydrophilic (if they are ions, they are charged positively or negatively; if they are molecules, they have positive and negative poles).This implies that solutes attract water molecules and are surounded by a shell of water molecules (hydration shell).
The greater the concentration of solute particles, the greater the electrical forces exerted on the molecules of water, the less "free" water is to move around (i.e. to do work). Therefore, the potential energy of water (= stored energy of water that has the capabilityto do work) decreases.