The meat loses protein, but the cooking process actually makes it easier for your tummy to digest AND absorb more nutrients. Human stomachs have an easier time absorbing usable energy from cooked meat.
The proteins would have broken down in your digestive system, cooking just gave the process a kick start for you. Normally, humans would not absorb intact proteins, our stomachs would absorb the individual amino acids they are made of.
Basically when proteins break down during cooking, nutritional value goes up.