I'm playing on PC with pretty expensive nerdware which may change this a bit. I normally didn't do this but my wife ended up needing something, then I threw a pick six and decided screw it. Alt F4 and go help the wifey. But the perspective of actually doing the rage quit method is rather eye opening.
Normally the game rubs it in your face, forces you to watch the theatrics of your epic fail via replay, multiple times, sometimes even seems to force another step or two, then FINALLY allows you to leave. So I decided to give it another go the next time I inevitably feed some lucky newb. Guess what, it's either a lot faster at getting a new game going, or maybe just FEELS faster.
TL:DR/summary: No surprise, but it's legit faster on PC to start a new game via alt F4 and restart in many cases, rather than wait for the game to allow me to quit normally.