Is there any faster way to exit Dark souls games?

More-or-less safe option: Force-quitting (Alt+F4 for PC; Cmd+Qon Mac; or just quitting to the dashboard on console) does the job, next time you will get complain about possibility of losing progress, but after like 30 quits like this I've never lost anything. DS should save your progress each time you interact with anything).

Safer (100% safe?): Alternatively, you can chose quit in the menu, then wait for "connecting to server", and only then force-quit.

For ds3 on PC, I've always selected quit from the start menu, waited until the game "restarts" (first publisher spash appears) then hit alt+f4. That way it saves, you don't have to wait for the main menu quit option, and it doesn't bother you about not saving.