It looks as though that's not an option built into Gnus (as of v5.10.8), so you have to redefine one of the built-in functions like so:
(eval-after-load "gnus-msg"
(defun gnus-inews-yank-articles (articles)
(let (beg article yank-string)
(goto-char (point-max)) ; put articles after signature
(insert "\n") ; and one extra newline
; was this (message-goto-body)
(while (setq article (pop articles))
(when (listp article)
(setq yank-string (nth 1 article)
article (nth 0 article)))
(save-window-excursion
(set-buffer gnus-summary-buffer)
(gnus-summary-select-article nil nil nil article)
(gnus-summary-remove-process-mark article))
(gnus-copy-article-buffer nil yank-string)
(let ((message-reply-buffer gnus-article-copy)
(message-reply-headers
;; The headers are decoded.
(with-current-buffer gnus-article-copy
(save-restriction
(nnheader-narrow-to-headers)
(nnheader-parse-naked-head)))))
(message-yank-original)
(setq beg (or beg (mark t))))
(when articles
(insert "\n")))
(push-mark)
(goto-char beg))))
I wrapped the new definition of 'gnus-inews-yank-articles
in an eval-after-load
form so that it gets defined at the appropriate time. Obviously, if you want to allow customization, create a variable and write the appropriate if statement.