My rocket is clearly not out of range of its destination (and the checklist confirmed that I have enough fuel for a round trip) but this text is here anyway.
Rocket arrived to its destination and landed as expected.
1. Fly to an empty tile at maximum possible round-trip distance (to research and explore with a telescope). I used a small petroleum engine.
2. Fly back once you hit your destination
3. Notice the rocket starts saying "Destination out of range" at some point during the flight back