gnus-use-cross-reference

gnus-use-cross-reference is a variable defined in `gnus.el'.
Its value is

t

Documentation:
*Non-nil means that cross referenced articles will be marked as read.
If nil, ignore cross references. If t, mark articles as read in
subscribed newsgroups. If neither t nor nil, mark as read in all
newsgroups.

You can customize this variable.