I have playersforexit in my autoexec too and nothing bad happens. Probably it's blamecfail, which is a server-only command.
If you want to load a cfg for your servers, I'd recommend you to create a separate script, say, server.txt with all configs and commands you'd like to have. And add 'alias setserver "exec server.txt"' in your autoexec.cfg. Then, every time you host a server, type setserver in the console and your server configs will be loaded with no harm.