Sometimes you need to skip execution of part of a method under certain non-critical error conditions. You can use exceptions for that, but exceptions generally are not
Why use a fake loop? You can do the same thing with a method and it probably won't be considered a "bad practice" as it is more expected.
someMethod() { .... some code if(!isGood) return; .... some more code if(!isGood) return; .... some more code }