I had this happen to me on the X-box. If you have a save from before Atton's fight with the sisters reload that. Mine occurred from Atton's low health at the end of that battle. I re-loaded from that point and played through from there. After the capture by GO-To I didn't get the party is dead message.
I found that if you don't talk to Grenn about the criminals after you encounter them on the station they appear on the planet. On my third playthrough I went straight to the planet and ran into them.
I had this same problem. I reloaded a save from before the Exchange contacted me for the meeting. From that save I didn't have the problem again. When I tried using any saves from within the area I got the message that the party had died. Do you have any saves from before you entered the Jekk