gnus-save-newsrc-file

gnus-save-newsrc-file is a variable defined in `gnus-start.el'.
Its value is

t

Documentation:
*Non-nil means that Gnus will save the `.newsrc' file.
Gnus always saves its own startup file, which is called
".newsrc.eld". The file called ".newsrc" is in a format that can
be readily understood by other newsreaders. If you don't plan on
using other newsreaders, set this variable to nil to save some time on
exit.

You can customize this variable.