I was merely saying that I did not find mention of "BREAK" in the current BrightScript documentation.
You are right to point out that "EXIT FOR" and "EXIT WHILE" is how you break out of a loop. So it seems that modern BrightScript indeed has support for both continue/break, but does not yet directly support any select/switch kind of branching.
I realize this is a very old thread, but Google sent me here when I was looking for the equivalent of continue/break for BrightScript, so I feel it is worth updating the thread with the recent relevant information.