On my first flight, i thought I was supposed to make it all the way, and i probably could have with just the starting gear, but it was so incredibly slow. So I tried blowing up and was rewarded with gear. So I rapidly blew myself up several times to get tons of +agi.
I think one small tweak I would suggest on the loop is that rather than rewarding the player anytime they die, make sure they make it past certain checkpoint distances and they can get more gear. Or if they kill an alien ship etc.
I did get to the ending and laughed at the little twist ending.
Overall nice work!