you wont cause any harm by forcing it to exit -- but it's possible that it won't have saved any recently launched programs in its recently launched files history, which you probably don't care about.
however i don't really know why it would take much longer to kill just because it's running on a usb stick.
can you check if you exit farr on your usb stick by choosing to exit from the tray menu, whether its fast or slow.
in other words, is the long delay because of farr existing no matter how it exits, or is it only a long delay when using the commandline -exit switch.
if its ALWAYS slow exiting then the problem is probably a delay saving its configuration file in general on the usb stick. in which case you might check the size of the config file and see if its huge. there was a discussion on the forum a while ago about an antivirus program really slowing down the ini file saving operation of farr.