I leave my signal on AND I signal all my lane changes. All of them! So you've met one person... ;-)
Leaving your turn signal on is a good idea for many reasons. For instance, it lets oncoming traffic know your intentions if you're in a thru-turning lane (as so many lanes are these days). Even if you're NOT in one of these lanes, oncoming traffic doesn't necessarily know this, so I still think it's a good idea to confirm to the drivers ahead of your intentions no matter what.
It also lets drivers behind you who are queued up know whether or not you plan to make a right on red in that rightmost lane. Important info in case I might wanna squeeze by you if you decided to take that lane and we're at one of those 3-minutes-til-the-green-comes-back signals.
Signalling your right-turn intentions are also important for peds or bikers who may be wondering if it's safe to cross in front of your vehicle. Shocks me how many drivers will just be chilling at the light in the right lane, looking straight ahead, no signal on. You think "time to cross" and all of a sudden they start rolling forward to initiate a right on red.
And maybe this is just me, but it helps rebutture me as a driver, bicyclist, or pedestrian around you that you might be more aware, considerate, and law-abiding than drivers who fail to signal. My perception of drivers who fail to signal lane changes and turns is of inattentive, distracted, and-or careless drivers. I'll grant that your example is much less egregious than a non-signalled lane change, but I think it's a difference of degree, not type.
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