We study a quantum Szilard engine that is not powered by heat drawn from a
thermal reservoir, but rather by projective measurements. The engine is
constituted of a system S, a weight W, and a Maxwell
demon D, and extracts work via measurement-assisted feedback
control. By imposing natural constraints on the measurement and feedback
processes, such as energy conservation and leaving the memory of the demon
intact, we show that while the engine can function without heat from a thermal
reservoir, it must give up at least one of the following features that are
satisfied by a standard Szilard engine: (i) repeatability of measurements; (ii)
invariant weight entropy; or (iii) positive work extraction for all measurement
outcomes. This result is shown to be a consequence of the Wigner-Araki-Yanase
(WAY) theorem, which imposes restrictions on the observables that can be
measured under additive conservation laws. This observation is a first-step
towards developing "second-law-like" relations for measurement-assisted
feedback control beyond thermality