gnus-keep-same-level

gnus-keep-same-level is a variable defined in `gnus-group.el'.
Its value is

nil

Documentation:
*Non-nil means that the next newsgroup after the current will be on the same level.
When you type, for instance, `n' after reading the last article in the
current newsgroup, you will go to the next newsgroup. If this variable
is nil, the next newsgroup will be the next from the group
buffer.
If this variable is non-nil, Gnus will either put you in the
next newsgroup with the same level, or, if no such newsgroup is
available, the next newsgroup with the lowest possible level higher
than the current level.
If this variable is `best', Gnus will make the next newsgroup the one
with the best level.

You can customize this variable.