As you probably know when you upload zip package with exe application to Azure App service > Web jobs (to run it as Azure web job by scheduler) – you may override app settings in App service > Configuration > Application settings section. In this case settings defined in Azure will have priority over settings defined in app.config which is deployed as part of zip package:
However it is important to note that even if you will use app settings from Azure – it is still necessary to include app.config to zip package. Otherwise if you will exclude app.config from zip package – then ConfigurationManager.AppSettings will return empty collection. So good practice is to add app.config with empty values to zip package and then manage app settings in Azure. Don’t forget to remove values from app.config – otherwise sensitive information (client secrets, passwords, keys, etc) may be accidentally leaked with zip package of web job.