The energy contained in a photon is defined by its frequency, and that remains pretty much the same (barring a bit of gravitational redshifting) from the moment it spins out of the thermonuclear maelstrom of the Sun until the moment eight minutes later when it arrives on earth and gets absorbed by a green leaf, let's say, or the absorbent surface in a solar water heater. Once again, though, that's a matter of the quantity of energy, not the concentration. The concentration, in this case, is determined by the rate at which photons impact the leaf or the solar panel; that depends on how widely spread the photons are, and that depends, in turn, on how far the leaf and the panel are from the Sun.

Think of it this way. The individual photons that heat the planet Mercury each contain, on average, the same quantity of energy as the individual photons that heat the planet Neptune. Is Neptune as warm as Mercury? Not hardly, and the reason is that by the time they get out to the orbit of Neptune, the Sun's rays are spread out over a much vaster area, so each square foot of Neptune gets a lot fewer photons than a corresponding square foot of Mercury. The photons are less concentrated in space, and that, not the quantity of energy they each contain, determines how much of the hard work of heating a planet they are able to do. There are stars in the night sky that produce photons far more energetic, on average, than those released by the Sun, but you're not going to get a star tan from their light!