I attempted to fly into a (very small) planetoid as well, and it turned out not to be a solid object. Get close enough, and the texture disappears completely and becomes a solid color. Wish I had saved a screenshot, it was quite interesting.
The planets in the beta aren't really set up to be explored closely, I imagine all that's for the planned expansion. But I do hope, at least for the sake of the very small planets/moons, that there'll be a bit more detail in the textures when getting close up. Right now there seems to be only one level of detail for them. And even if you can't 'land' on them, if they had a solid surface or a warning when getting close that you're about to bounce off them, it would be a little more believable than flying right through them. Of course, this isn't a huge concern right now for most people, I just like exploring the boundaries.
I'm guessing there's a lot more detail like cloud layers that are still being worked on, and planets will start to look much nicer as time goes on, as well as have some hard stops to keep you from trying to land on them.