I am on Linux too and it doesn't. Not just this tool: in general.
You can try that from the command line yourself. Try:
less -SRXF <filename.txt>
That should print the file and not clear the screen when you press 'q'.
You can also override the pager to change from less to something else right from inside mycli. For example:
amjith@localhost:(none)> pager cat
That will use cat instead of less for paging the output and that should keep the output in the screen but it won't page them like less.