Those settings in preferences are
a) automatically start playback on entering a lesson, and b) automatically skip to the next lesson when the current lesson ends.
There is no setting to turn on/off mark complete. However at the top of each video you can mark or unmark the current lesson as complete.
It is a feature to help track your progress. You can use the progress section in your dashboard to quickly see all the course you have watched previously, completed or not.
It is a very useful feature, sometimes we start a project based course and become interested in a topic, lighting for example, and decide to watch a course focused on lighting, intending to return to where we left off in the project.