A company's annual return is not the same as its accounts.
As it is a very new company, it does not have to file accounts until 24 March 2017, having only just had its year end on 30 June 2016. TBF, preparing accounts within 2 months of the year end would be quite unusual, as it can take some time to collate records, and then for the accounts to be prepared.
If I were a "member" of momentum, I would be quite concerned that I was paying towards something I ultimately had no say in.
It's not like a registered charity which has charitable aims it must adhere to. The "members" have, in effect, given their money to Mr Jon Lansman (the sole subscriber to the company) to do what he wants with.
A bit like crowd funding. You think you're paying towards someone's medical bills, but you could be paying for their Caribbean holiday. Or for them to give it all to the SWP, if they saw fit.