Die?
I can't believe they would do it to the main character. I have a feeling something interesting happened in a period between him holding hands with Julie and the moment Eros hit Venus, and we'll find out in the next episode.
When you put it like that, I can't believe that what was going on between Miller and Julie, and what was happening/creating itself on Eros, is supposed to just explode on Venus and be out of the story. There must be more.
The alien entity/Julie did make an asteroid fly so fast that a spaceship could barely hang on, and make same asteroid go stealth, so I guess it opens up many possibilities for what else it can do. Create a false image for the world to see of it crashing into Venus for example?
My reasons pro-survival: Julie seemed quite capable of existing without being linked to the blue alien organism. It looked like she was reborn when Miller found her (like a newborn self-sufficient organism), and wanted to go to Earth, so why not? Miller could've persuaded her that they can both just enter into one of the spaceships docked at Eros, launch and fly to Earth.
Reasons con: We saw that Eros hit Venus, and that means that the nuke on Eros never exploded, which means someone was holding a finger on it all that time. They had to be on Eros to do this, so they never left the Eros and both died hitting Venus. (or at least one of them did, but probably both cause Miller told Julie he won't leave her alone)