The microcanonical ensemble is given by $\rho = \frac{\delta(H-E)}{\int dxdp\;\delta(H-E)}$. This corresponds to a uniform distribution on the energy shell. The interpretation of this is that we don't know the microstate of the system, we only know the total energy so we average over all possibilities.
However we also know other conserved quantities of the system. For example the momentum, the angular momentum or the center of gravity.
For example if I have a (perfectly isolating) balloon filled with an ideal gas that is floating in the air, I can clearly say that the gas inside has no total momentum, no total angular momentum and I also know its center of gravity. However when I use the micro canonial ensemble to describe it I only fix the energy to a specific value. This means I also allow for states where all particles move in the same direction (which is clearly not the case).
Shouldn't we change the micro canonical ensemble to something like $$\rho = \frac{\delta(H-E)\delta(\sum_i p_i - P)\delta(\sum_i x_i \times p_i - L)\delta(\sum_i x_i - R)}{\int dxdp\; \delta(H-E)\delta(\sum_i p_i - P)\delta(\sum_i x_i \times p_i - L)\delta(\sum_i x_i - R)}?$$