There are also dead body deletion scripts in the Ed Depot.
I don't know about scripts with no "exit" though. If there were a lot of them, and depending on how the game handles them, then I suppose it could cause lag problems. But then if there were a lot of unexited scripts around lag might be the least of your worries. Or perhaps the game just exits a script automatically when it can't find any more commands.
The best way to deal with lag of course is to buy a much better computer. ;D
Oh, and if you think of something after you've posted, you can modify your own posts - just click the button in the top right hand corner. Helps make the thread easier to read too.