@Amar-Azure-Practice The connector internal handles the mode of reading the messages from service bus entity depending what action/trigger you are using. The configuration is not exposed as different trigger/action uses different mode.
If you are using trigger when a message is received in a queue (peek-lock) then internally it will peek and lock the message at the service bus end and you need to call complete the message in a queue so the message is delete.
When you are using when a message is received in a queue (auto-complete) trigger then internally it will call auto complete on the message and the message will be deleted once the trigger is executed. You can refer to Service Bus connector document for more details on the trigger and action avaiable.