The disk is constantly transferring momentum to the air below it,
which is transferring it right back after bouncing off of the floor.


There is no momentum change here because there is no *net* force on
either the air or the disk. The molecules next to the disk have a
pressure equal to the weight of the disk below it and the actual disk
above it. There is no net force and thus no momentum change.

Momentum = mass * velocity, and the vertical velocity of the air and
the disk are zero.