Question

I am not using the nhibernate saga persistence and hence I do not need the NHibernateMessageModule.

So how do i remove it?

Answer 1

You have to remove the module from the container before starting the bus, because afterwards it gets cached.
You can do this by calling .RunCustomAction() before .CreateBus().Start() and including your code in there.

Internally, the CastleWindsorBuilder does this:

Component.For(GetAllServiceTypesFor(concreteComponent)).ImplementedBy(concreteComponent);

So you might also need to remove the component for all the interfaces it is registered – meaning IMessageModule.