gnus-article-save-coding-system

gnus-article-save-coding-system is a variable defined in `gnus-art.el'.
Its value is

utf-8

Documentation:
Coding system used to save decoded articles to a file.

The recommended coding systems are `utf-8', `iso-2022-7bit' and so on,
which can safely encode any characters in text. This is used by the
commands including:

* gnus-summary-save-article-file
* gnus-summary-save-article-body-file
* gnus-summary-write-article-file
* gnus-summary-write-article-body-file

and the functions to which you may set `gnus-default-article-saver':

* gnus-summary-save-in-file
* gnus-summary-save-body-in-file
* gnus-summary-write-to-file
* gnus-summary-write-body-to-file

Those commands and functions save just text displayed in the article
buffer to a file if the value of this variable is non-nil. Note that
buttonized MIME parts will be lost in a saved file in that case.
Otherwise, raw articles will be saved.

You can customize this variable.