I'm 27 and since I was about 15 I had the same doubt you do. Only a couple of years ago I realized why momentum is always conserved in a collision, whereas the same is not enforced for energy. (They must have told me this at some point -- or points --, but I guess sometimes I just don't pay much attention)
First of all, let's make it empirically clear that there is no hard and fast constraint on how energy will behave in a collision. Imagine different materials involved in a head-on collision (billiard balls, basketballs, you know the drill) and we're done with that.
However, conservation of momentum is much, much more straightforward. Let's recapitulate the basics: momentum is $\vec p_0 = m\vec v_0$. When a force $\vec F$ acts on our body for $\Delta t$ seconds, the new momentum will be $\vec p = \vec p_0 + \vec F\Delta t$.
$\vec F\Delta t$ is called impulse and it even has the same units as momentum (that's why we can sum them): $[m][v]=kg\cdot\frac{m}{s}=\frac{kg\cdot m}{s^2}\cdot s=[F][\Delta t]$.
So, what happens during a collision is that, during that brief amount of contact time, two objects exert force on one another. According to Newton's Third Law, the two forces are of equal magnitude and opposite directions. This is true in every instant of that brief amount of time (would be true if it was a large amount of time too).
So, for every infinitesimal amount of time $\mathrm dt$ during contact, if object $A$'s momentum gains the impulse $\vec F\mathrm dt$, then it is apparent that object $B$'s momentum will be decreased of $-\vec F\mathrm dt$! And, in the end of the collision, the variation of momentum in $A$ will be the same as in $B$ (but reversed). After all, both objects suffered the exact same force $F$ (but reversed), for the exact same amount of time!
We can state that as (if $\vec F$ is the force acted upon object $A$):
$$\Delta\vec p_A = \int_0^T\vec F(t)\mathrm dt$$
$$\Delta\vec p_B = \int_0^T-\vec F(t)\mathrm dt$$
$$\Rightarrow\Delta\vec p_A+\Delta\vec p_B=\vec0$$
SUMMING UP: momentum conservation is an obvious consequence of Newton's Third Law, while energy conservation, although it exists, develops in more subtle and elusive ways, like conversion from one kind to another (in collisions, usually it goes from kinetic to thermal).