I posit that transporters do capture all the energy of each atom of the object being transported--including momentum, but that the Heisenberg compensators can be set to remove (or retain) momentum of the whole object. Mass/energy must be conserved, but so too must momentum. Since the "closed system" includes energy added by the transporters themselves, it stands to reason that the transporters can remove momentum from a moving object that has been transported.
Atoms (and their constituent electrons) have kinetic energy, which means they have tiny tiny momentum. EM waves also have momentum. Wave/particle duality and other "complimentary variables" (such as the three axis of spin) must be accurately recreated upon rematerialization. That's probably the main function of the Heisenberg compensators. (E.g., if none of your atoms had motion, you'd be frozen!)
Assuming that the macro-level momentum of the object is "carried" by the atoms comprising that object, it stands to reason that the transporter can negate or "compensate" for the motion of that object relative to the transporter pad. As @Thaddeus Howze and @Eric B pointed out their answers, a person standing on Earth is already moving 67,000 mph around the sun. So, unless your starship is moving in the exact same speed and direction... "uh, clean up in the transporter room."
The TR-116 gun, as @Itzkata brilliantly points out, simply preserves momentum.