Answer
If we do a vector sum of all the individual momentum vectors, the vector sum will be equal to zero, and we will see that the momentum of the system is conserved.
Work Step by Step
It is true that the fragments each have a certain amount of momentum, but they carry this momentum in different directions. Momentum is a vector, so we need to consider the direction of the momentum vector of each fragment. If we do a vector sum of all the individual momentum vectors, the vector sum will be equal to zero, and we will see that the momentum of the system is conserved.
