Comparative and "zu" sentence

IMO both are (kind of) possible grammatically, the version without "zu" makes more sense though.

If "will ich" is supposed to refer to both "sterben" and "heiraten", the version without "zu" is correct:

Eher will ich sterben als diesen Greis heiraten.

The extended infinitive with "zu" is only needed if the two alternatives compared by "als" are the whole two sentences, including the verb. Let's look at this slightly different example:

Eher sterbe ich, als diesen Greis zu heiraten.

Here it is clear that the comparison is between "ich sterbe" und "ich heirate diesen Greis", and that comparison needs "zu".

So if we understand

Eher will ich sterben, als diesen Greis zu heiraten.

as a comparison between the alternatives "ich will sterben" and "ich heirate diesen Greis" (which I certainly don't want), then the "zu" is actually fine. Whether that makes sense semantically is a different question though - "sterben" is normally not seen as something desirable either, so the variant without "zu" does seem to make more sense.

In a comparison „Eher x als y“ the phrase y only names the difference to x.

In your examples the infinitive „heiraten“ matches „sterben“, while „zu heiraten“ matches the whole predicate „sterben wollen“.

Assuming the lady does not want to die, these examples boil down to:

Ich will diesen Greis nicht heiraten.

and

Ich heirate diesen Greis nicht.

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Addendum

Jann asked for an «example sentence where absence/presence of "zu" produces two distinct yet sensical meanings»:

Ich lasse dich lieber schlafen als Trompete spielen.

Ich lasse dich lieber schlafen als Trompete zu spielen.