Obviously there was the kinetic energy transfer but the impact ejacted some of the asteroids mass opposite to it's trajectory further increasing it's trajectory change.
Cool demonstration, hopefully not needed one day.
Rockets are using mass loss but there's more going on with the rapidly expanding gas causing the increased impulse.
If you think about it that's how a cannon works. The projectile gets pushed forwards and the barrel gets pushed in the opposite direction. Some of the larger ones can push their launcher back quite a bit more than you might expect.
My point is that this is actually a common failure of intuition. We tend to think of larger objects on earth as fixed and in our day to day life on dry land they often are (at least more or less) due to static friction.
A slightly more interesting observation (I think) is that if the bodies don't achieve escape velocity relative to one another then the forces all cancel out in the end. It just might take an arbitrarily long time in the case of similarly sized masses.