The action that occurs at the end of a completed mission can be set in the mission plan settings, where the mission name is configured. The options for Action on Finish are: Return to Home (RTH), None (hover), or Auto Land.
The default is set to RTH when creating mission plans from the Create Menu.
As always, you can toggle RTH from the remote controller.
Configure the Action in Finish setting, or see what it is set to in a mission plan, by opening the Mission Plan Settings Menu in the Mission Planner.