I was thinking the same thing this morning actually. Probably not something common enough to warrant wrapping every loop. I like the breakable idea of yours.
Could be implemented. I'm in the office right now so I can't use arc here (mandatory windows pc, not to mention a shared internet terminal); it would be possible to just add it into arc.arc, although with a seriously good docstring.
(mac breakable (expr)
" Creates a control structure which can be exited by
calling `break' with a value to be returned. To
use, add `breakable:' before the control structure,
e.g. (breakable:while t (aif (something) (break it)))
See also [[catch]] [[point]] [[compose]] [[while]] "
`(point break ,expr))
