How about this:
Take any wave supported by a (massive) medium, and which leaves the
medium unchanged by it's passage. That is, any piece of the medium ends
up in the same position where it started, so that it's average velocity
(and hence average momentum) is zero. This in turn means that the
momentum flux (which passed through the piece) must time average out to
zero.
Thus, an oscillatory wave through a massive medium cannot transmit net
momentum. (Sound transmits momentum *fluctuations*, but not *net*
momentum.) A domino or shock wave does transmit net momentum, because
it doesn't leave the medium undisturbed.
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After the shock wave has passed, isn't the medium undisturbed. This seems
to be the case as the sonic boom passes through the air. Same comment with
respect to a wave pulse.