The only thing I can think of to do this is to set an if condition on a variable that you would modify while debugging. E.g:
a = false;
for ii = 1:10;
So when you want to escape, set a to true from the command line and it will exit the next time the if-condition is hit.
This is unless you wanted the for-loop to complete. If that is the case, just set a breakpoint after the for-loop and click continue.