Ok, here goes.
The simple answer is that both particles stop, but they stop at different times. So momentum is conserved. The laws of physics are back.
Here is the morte detailed answer. The 2 particles collide. They distort converting some kinetic energy to potential energy. At the peak of the collision they are both moving at the same speed in the direction of motion of the heavier particle. To do this, the lighter particle has stopped and changed direction. The heavier partice has reduced speed, but not stopped. (As wildwood said, a small part of the heavier particle has momentarily stopped, but most of it kept on going, carrying the momentum.) So far, momentum is conserved. Now the particles spring apart. The heavier particle changes direction, whereas the lighter one just goes faster in the same direction. In the moment the heavier particle is stationary, the lighter particle carries all the momentum.