Catching and rolling is physically similar to landing on a curved vertical ramp and sliding down it. The motion is not altogether stopped but instead redirected. Rolling is like hitting a tiny tiny ramp so your velocity is redirected at a very high rate, but it’s still better than just instantaneously stopping
I appreciated The Amazing Spider-Man 2 for that reason. Gwen was falling so fast that when she was caught I honestly thought her neck snapped and I didn’t notice her skull hitting the floor