The level's music is mournful and ominous. It's up there in my list of the greatest boss music ever.
You take what seems like the slowest elevator ride ever to the boss chamber (which is shaped like a giant pentagram, natch) while the creepy music continues to play.
Once you're there, you're treated to one of the most terrifying sounds in gaming ever: the roars of two Barons of Hell. A lot of versions had a pitch randomizer, so their roars would be slightly off-key with one another, which was absolutely terrifying if you aren't expecting it.
Once you beat them, the walls of the pentagram-room slide down, revealing a teleporter outside. Awesome. You're almost out of there. You press the button to get to the steps, which take twice as long as the elevator to the boss chamber did. Once you're finally there, you're teleported to a dark room full of monsters where you are slowly killed regardless of whether or not you have God Mode on.
The "end of episode" text makes this worse. I'm not exactly sure if this is right, but it goes something like this: "Once you clean out the moon base and beat the big badasses, you're supposed to win, right? Right?! Where's your big reward and ticket out of here?! It's not supposed to end this way!" It goes on to tell you that there are more episodes to finish and that you should probably buy the full game, but holy crap, that's how you end a demo!