We relate the breakdown of equations of states for the mechanical pressure of
generic dry active systems to the lack of momentum conservation in such
systems. We show how sources and sinks of momentum arise generically close to
confining walls. These typically depend on the interactions of the container
with the particles, which makes the mechanical pressure a container-dependent
quantity. We show that an equation of state is recovered if the dynamics of the
orientation of active particles are decoupled from other degrees of freedom and
lead to an apolar bulk steady-state. This is related to the fact that the mean
steady-state active force density is the divergence of the flux of "active
impulse", an observable which measures the mean momentum particles will receive
from the substrate in the future