It's easier to clarify using a continuous current density. The cartesian components of the force are given by
$$F_k=\int_{V} \mathrm{d}^3 x \vec{e}_k \cdot (\vec{j} \times \vec{B}) = \int_V \mathrm{d}^3 x \epsilon_{klm} j_l B_m.$$
Here ##V## is a volume which encloses the entire current distribution, i.e., ##\vec{j}=0## outside this volume and along its boundary, ##\partial V##.
Now, because for stationary currents ##\vec{\nabla} \cdot \vec{j}=\partial_k j_k=0##
$$j_l = \partial_n (x_l j_n)$$
and thus
$$F_k = \int_V \mathrm{d}^3 x \epsilon_{klm} \partial_n (x_l j_n) B_m.$$
Since further ##\partial_n B_m=0## for a homogeneous magnetic field, you have, using Gauss's integral theorem
$$F_k=\int_V \mathrm{d}^3 x \partial_n (\epsilon_{klm} x_l j_n B_m) = \int_{\partial V} \mathrm{d}^2 f_n \epsilon_{klm} x_l j_n B_m=0.$$