How to exit from a using statement

Skip the using completely:

if (condition is false)
{
    using (TransactionScope scope = new TransactionScope())
    {
....

As @Renan said you can use ! operator and invert your bool result on the condition. You also can use the continue C# keyworkd to go to next item of your loop.

for (int i = _from; i <= _to; i++)
{
    try
    {
        using (TransactionScope scope = new TransactionScope())
        {
            if (condition is true)
            {
                // some code
 
                continue; // go to next i
            }
        }
    }
}

There is no need to break out of a using block because a using block does not loop. You can simply fall through to the end. If there is code you don't want to execute, skip it using an if-clause.

    using (TransactionScope scope = new TransactionScope())
    {
        if (condition)
        {
            // all your code that is executed only on condition
        }
    }