Ctrl-z on linux machiens "suspends" the process. This means it does not exits.
If you plan to restore the process, than this is the best way to do it, in my opinion.
If you want to exit the process than you should use ctrl-c. I actually don't know if Bitcore handles it correctly... I often use this method to stop it, and usually it don't mess any data.
The only side effect i could notice is that sometimes it gets more time to catch up with the transactions on the next execution, but no data gets corrupted.