Conformal symmetry in QFT has been extremely useful for physics. However, while most of QFT is usually done in momentum space, CFTs are usually studied in position space or in terms of Mellin transformed variables (as opposed to Fourier transformation to go to momentum space). It seems the reasoning must have something to do with existence of massless particles and bad branch cuts in momentum space. But I want to make these statements precise.
So, what exactly is the reason CFTs (especially 2D CFTs) are not studied in momentum space?
There are some relatively new papers in momentum space CFT (e.g., this one), but still by and large momentum space is usually not the first choice for analysing CFTs.