Hi Disha, Clay should defer to whatever Lead Assignment Rules are in place in Salesforce.
Your Salesforce admin (if you're not that person) should be able to review the lead assignment rules currently in place. If necessary, they can add an exception so that they do not run in certain circumstances.
For example, a rule entry could be added with an action to "Do Not Reassign Owner", based on certain criteria (e.g. the user is Clay Integration, or if a certain Clay-set value is present, etc.).