Following the Noether theorem, conservation of momentum follows from uniformity of space (translation symmetry), i.e. for an experimental result it doesn't matter whether it takes place here or some light years away. Although we have some astronomical hints for that and it is a compelling hypothesis (in light of Occams razor) this is not necessarily the case. Finally, the concept of conservation of momentum is a theory for which we have compelling evidence in that nobody has been able to falsify that. But this doesn't necessarily mean that this holds for all times.
