This is a flag that the application has to explicitly set when receiving data. Looks like this flag has limited usage based on the description. I've checked with the strace tool few programs that use UDP on my Linux boxes: unbound resolver, ntpd, openvpn. None seems to use it.

MSG_PEEK This flag causes the receive operation to return data from the beginning of the receive queue without removing that data from the queue. Thus, a subsequent receive call will return the same data.