The countries that profit off of energy dependency can easily make a killing off of other countries. We depend on different countries and foreign fuels in order to survive. If those countries took their fuel away from us we would be in serious trouble. However the countries that do not have a hold on natural fuels and other energies do not benefit from them.
I believe that energy dependency is beneficial to some countries. No one is good at everything, and thus when free trade is practiced, one would pull most of their resources to the skill they perform the best, and trade any excess benefits for skills they don't perform as well. This works with countries as well, with countries unable to perform well in energy sectors purchasing energy with surpluses of other items. This in turn leads to a beneficial outcome for both countries as the country who is energy dependent isn't wasting efforts on energy production that could be better used elsewhere.
Overall I think being dependent on energy from one country establishes a trade relationship with their supplier, so the countries could trade other goods with each other and that benefits both countries, also if a country is energy dependent they don't have to waste the resources on developing and maintaining oil infrastructure in the country.
Energy independence is cheaper in the long run for all countries involved. Once America becomes independent of Saudi Arabian oil, support for that region of the world will wane. The Saudi economy depends upon oil sales, but hopefully that country will move towards solar and wind energy exports when the global demand for oil is eliminated.
Of course, that is what this world teaches and forces people to do. It keeps the fat cats getting fatter. Some countries have to dependent on certain energy companies because they would not be able to produce their own energy other wise. It is slowly becoming a world of giant corporations monopolizing the world. Which is allowing modern day slavery.