Like Sallen said you should be able to just close it using the big picture UI. If not you could bind Alt+F4 to some unused button on your controller using steam input mapping (on PS5 controllers you could use the mic button for that).
Go to "Configure" under the Emulation menu. Then under General / Hotkeys, set a hotkey under "Exit yuzu". In my case, I use Home + Minus. I also have Home + B setup to put yuzu into fullscreen.