Nope, never noticed it. In lane switiching scenario the switch is not supposed to auto-turn off anyway, and as far as regular turns go - it all depends how sharp the turn is / how much you have to turn the steering wheel. But in any case - nothing unusual.
When making a turn in my tc, I have noticed that the wheel must be cut pretty far in either direction in order for the blinker to turn off by itself. I have made some 80 and 90 degree turns, and the directional still stays on. It's just something i'm more aware of now, and always check to make sure it has turned off.