Does the game end just after entering the portal, or it’s some sort of a bug ?
Xen has not yet been added to the game. It will be released along with Black Mesa: Deathmatch
The Xen levels, that should start right after entering the portal, aren’t finished yet and will be released at a later time.
So yes, “for now” the game ends there. It’s not a bug.
But stay tuned for the time the second part is released. 
EDIT: ninja’d :ninja:
You’d think the giant “TO BE CONTINUED” at the end of the credits would be a dead giveaway, as well as the announcement of the mod’s release being “Up to Lambda Core…”
Not trying to be rude, but it is pretty glaringly obvious.
Don’t be that hard on your judgement - there are a lot of young people here who had never played original HL and do not know what is the “Lambda Core” and what the hell is the “Xen” which is missing. And some people even tend not to read release notes and readme-s at all (which could and should be punished IMO :-D).