Hi anonymous user,
As you can see, we cannot find the job history options in the mssql-conf documentation. It seems that this configuration option for SQL Agent is not enabled on Linux at this time. Also please try to install the latest CU for your sql server instance and test again.
I can see people reported this question on the Microsoft feedback site—This site will serve as a connecting point between you and Microsoft.
https://feedback.azure.com/forums/908035-sql-server/suggestions/38614984-sql-server-2017-on-ubuntu-linux-agent-history-si
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