The other day I was suddenly wondering which one is better for exiting a Sub, return or exit?
If you inspect the IL output of the 2 statements, they are the same. However, since ‘return’ is meant for pushing something back to the caller, so strictly speaking, ‘Exit Sub’ is more suitable for using in a Sub. See the discussion here.
PS. IL is an assembly language usually used to debug .NET code at low level. See here for more.