What I know is that UE5 uses Chaos, as opposed to UE4 which uses PhysX. These will behave differently, because they are totally different code bases.
Perhaps there is something in the ragdoll code of Chaos that starts with zero momentum when the mode is turned on? If you want to make sure that momentum transfers, then get the momentum (or velocity) of the actor before you set the mode to ragdoll, and then apply an impulse to re-apply that velocity after you’ve changed mode to ragdoll.