If you take into account all charges and fields, it's a closed system.
That's the deeper reason why we need the electromagnetic field to describe nature! Given the well-established fact that space and time have to be described relativistically (special relativity is sufficient for the argument of course) and that this still implies that for any inertial observer space is a Euclidean affine manifold which is homogeneous and isotropic, also the momentum-conservation law must hold (because of homogeneity of space due to Noether's theorems).
On the other hand there cannot be causal instantaneous interactions, i.e., in a closed system of interacting charges the acceleration of one charge, i.e., the change of its momentum due to the forces from the other charges, cannot instantaneously be compensated by a change of the other charges momentum. So you need some local entity that takes up the momentum to keep momentum conservation right at all times, and that's the electromagnetic field.