Yes, you're supposed to die. An interesting way to end the demo.
Infamy mentioned it, but I'll give my take.
Let's say you're in the asteroid room and you're standing on the floor (not ceiling) and you're looking towards the asteroid. The rings on it will eventually move to the right, freeing up some space on the left side of the asteroid. You have to make the zero-g jump towards the left just as the rings move towards the right and run behind the asteroid. You will be in the vacuum of space, where the rings can't reach you and you can plant the beacon on this side.
Quick tips, there are some Lurkers out here, so watch out for them. There are also some floating boxes with items in them. Lastly, when you see Isaac in the planting beacon animation, be careful not to cancel it by pressing other buttons, cause the game glitched on me when I did that.