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Yes, the shuttle has a sonic boom whenever it reenters Earth's atmosphere.
Sound cannot travel through space, so the space shuttle cannot create a sonic boom until it enters the atmosphere.
Sonic booms occur when an object (space shuttle) is traveling faster than the speed of sound and the air in front of the object is compressed. As the air is compressed it emits a noise, thus the sonic boom.
energy is lost
The sonic boom is an artifact of exceeding the speed of sound. As any shuttle would reenter earth's atmosphere way in excessive of that speed, yes, every reentry should be accompanies by a sonic boom.