There is no contradiction concerning the exchange of momentum if you take into account that it is after you check the electron trajectory that a measurement has been performed. At the level of the Stern-Gerlach interaction, all you have is entanglement.
Case 1: Deflection by a Stern-Gerlach followed by detection (measurement). Some momentum has been transferred from the electron to the apparatus.
Case 2: Deflection by a Stern-Gerlach followed by a second, upside-down, Stern-Gerlach (no measurement). There has been no momentum exchange, although there has been entanglement of electron and first apparatus, in a superposed state of two different exchanges of momentum, corresponding to the two spin states and associated trajectories.
In short: the interaction with the Stern-Gerlach is never a measurement by itself.
So why is the entanglement not destroying the interference? I guess the problem is the viability of semiclassical arguments here. If we take the Stern-Gerlach to be classical at the level of the first interaction, entanglement leads to decoherence. But if we do not, it is just part of the whole quantum system.