when exiting Neek2o, the only way to return to real NAND is by rebooting the console. (or maybe loading the kernel again without any neek patches, but nobody tried that).
So, if you want to boot USBGX after a reboot, you'll have to use priiloader -> autoboot menu -> USBGX forwarder dol -> boot USBGX on SD.
alternatively, you are not forced to reset the console when you exit a game, you can just "return to neek's system menu" to launch another channel from here.
if the channel is not part if the displayed banner slots, you can use the neek hidden menu to select and boot a channel.