> Typing `import sys; sys.exit()` every time I want to test something 
> quick on the REPL is awful UX.

It truly is awful. So why do you do it that way?

There are at least four other ways to cleanly exit the REPL.

1. raise SystemExit

2. exit()

3. quit()

4. Ctrl-D (posix systems) or Ctrl-Z ENTER (Windows systems)

Even if you are running the REPL without the site module (so that exit 
and quit are not available) the import sys solution is surely the worst 
of the lot, UX-wise.