I have seen a hundred hung ftp sessions sitting on an unmanaged unix box in a company. It would seem to have been a bug in the ftp server since it didn't time out the sessions.

But I've also seen the same thing with jobs lasting for a while even after logging out. In practice, don't worry. They'll die eventually. But nobody is going to appreciate you trying to make infinite loops or anything close to it (oxymoron I know) on their system so why not do it on your own home machine? Everything just gets slower and then halts.

By the way the nohup command is what you would use (if you have permission) to run a script beyond shell exit. For a limited number of iterations..