Dear candidate

For a closed system if there are no external dissipative forces are acting on it only internal forces are working  on it then there wouldn't be any change in the total mmmechanical energy so, as you asked when there in no presence of air resistance which is an external dissapative force which is absent so, when a body is thrown upward in the absence of Air resistance the mechanical energy of that body moving in the air in the field of earth's gravitational force remains constant that is conserved. Hence it is conserved.

Hope this Information is helpful