Honestly, I don't see anything wrong with what you've got here. (Though I imagine that GOTO would probably be in an IF condition or such instead of just stand-alone.)
It causes memory leaks, specifically in the stack. Since the NEXT doesn't get executed, the FOR's spot on the stack doesn't get removed, causing the stack to be pointing at the wrong place after exiting the loop. In extreme cases, this could cause errors further down the program, such as RETURN going to the wrong place or just running out of stack space if that loop gets repeated often.
Also, if this loop is contained inside a larger loop, this could cause the NEXT to advance the wrong loop. Consider this example
For I = 1 To 10
For J = 1 To 10
GoTo AfterJ
Next
AfterJ:
Next
Print I, J
On some BASICs, this actually prints 1,10. This is because the second NEXT actually advances J, rather than I. This is because BASIC doesn't know or care which FOR is being advanced. It just iterates the first loop in the stack and goes back to that line.
QB64 actually does this correctly (and presumably unwinds the stack on the GOTO out), but it's still unwise policy.
If you do need to exit a loop early, you should use the EXIT FOR command, which should properly unwind the stack.
Also, in some languages, the loop counter (I) also goes out of scope after the loop completes, so it's never wise to count on a loop control variable's state after a loop. In fact, some compilers (I think c# does this) will actually throw an error when attempting to reference a control variable after a loop has completed.
If you do need to preserve the counter when you reach an early exit state, you can save it off to another variable. But there's another important consideration: FOR actually the wrong construct to use when you may need to bail early. If you're doing something like searching a list or checking a range of values, that's actually what a WHILE loop is for.
Take this example of a linear search:
FOR I = 1 TO 100
IF Domain(I) = Match THEN EXIT FOR
NEXT
This is actually better done as a WHILE loop, since WHILE signals that we may be exiting early:
I = 1
WHILE Domain(i) <> Match AND I <= UBOUND(Domain)
I = I + 1
WEND
Either of these examples will
work, but the latter example is more correct. This is because the thing we are looking for (Match) is canonically part of the loop condition, rather than being a line inside the loop somewhere.