This is an interesting game, easy to play, easy to learn. It has some learning from mistakes involved. I also really like the retro feel. What would make this game even better, as some have pointed out, is better usability for the player. When making a game, it's better to either stick to mouse controls or WASD/Arrows for navigating through the game. What I found frustrating with this game was switching between having both hands on the keyboard to having a hand on the mouse between every level. Adding the ability to click Space or another key to move on would be a good start. (I would even go as far as to make the Down Arrow and D key be the button to enter through doors.)
A few more suggestions:
Scrap the going to the level select screen between every level unless there is more of a point to it, such as to go back and better your score. The "Press ESC to quit level" option should be enough for this. For a game like this, I feel most people would want to continuously go to the next levels to complete the game. If you wanted an option to retry the level, perhaps add a couple buttons when you complete it saying "Retry" or "Continue".
The "Press ESC to quit level" and "Press R to Respawn" text in the upper right portion of the screen is nearly invisible and difficult to read on certain levels. I would add a border or drop shadow or something to this to make it more readable with different backgrounds. That or change the background, or add a background color behind it.
The physics feel a little slow, but if that's how you desire it to be, then no worries. It's just a preference thing.
Last but not least, or maybe least if this is intentional, I notice the enemies keep moving when you're transitioning from one side of the planet to the next. This sometimes causes you to stop transitioning on top of an enemy, which kills you out of your control. It adds a little extra challenge to it, timing your transitions, some challenges are more of an annoyance than a challenge. Again, it's a preference thing.
Good luck on future games!