It used to be completely unconscious on my part. I had to make a deliberate effort to break myself of that habit when re-learning to drive here in the big city, where use of a turn signal flags you as an outsider and attracts attention. The sole purpose of a turn signal in this area of the country is to signal to the car ahead of you to get out of the left lane, or (while in the right lane) to signal to the people in the left lane that it’s okay to pass.
I’m trying to envision those situations, but I’m having difficulty, especially with the first one, but I’ll take your word for it.
I’ll elaborate. On the first point, people simply don’t use their turn signals here, period. Not for changing lanes, not for executing turns, and certainly not for cutting you off on the highway. Hence someone who’s not from this area will tend to continue to use his turn signals, thus marking him as an outsider. Not necessarily as a foreigner, mind you, just as someone who’s not from Mexico City.
In the country in general, including the Mexico City area, the left turn indicator is used while travelling in the left lane for two purposes: to let the car ahead of you know that you’re waiting to pass (in a manner similar to how we use our flash-to-pass lights), and to let the car behind you know that you’re not some idiot just hogging the left lane, that you’re passing or waiting to pass. Additionally the left turn signal serves as a warning to the people in the right-hand lane that’s you’re coming up behind them, and intend on passing them. To a lesser extent this serves as a courtesy warning to large trucks and slow movers (again, similar to our flash-to-pass, which is also sometimes used instead of the turn signal).
In general, I appreciate the above system. It works less very well, and because there are a lot of ignorant Americans who don’t know that flash-to-pass isn’t an aggressive asshole function (one built into every car!), the turn signal could be looked at as less aggressive.
But… the left turn signal is also used from the right hand lane on the highway, and somewhat inconsistently. In general, though, it doesn’t mean that you’re moving into the left lane. It means to the cars behind you that it’s safe to pass them on the left. This is especially helpful on hilly, twisty, two lane roads behind a double trailer Coca Cola truck (he’s letting you know that it’s safe to pass blind). Even on modern freeways, the left turn signal means that it’s okay for you to pass, and that the driver isn’t going to suddenly pull into the left lane in front of you.
The problem is, the previous paragraph’s behavior is pretty inconsistent. For the most part, drivers do act that way, but sometimes it means that they’re pulling into the left lane, whether you’re there or not.
Signaling a lane change is always required, yes. But when already in a lane that does only one thing, there is no “turn…from a direct course.”
Look, suppose you’re just driving down a road, with no exits or intersections whatsoever. The road takes a bend. Do you signal that you’re going to follow the road around the bend, for the benefit of inattentive drivers behind you? Dark and raining and they’re from out of town?! They might not realize they’re on a road with a bend!
Of course not. The lane you’re driving in does only one thing, following the bend. Putting on a turn signal in this situation implies that you are leaving the lane, as to pull over on the shoulder.

Ah crap, a zombie. Shoot it!
No, it’s a good revival. People are still misusing turn signals.
I’m not an US driver, but still:
aside from courtesy towards other drivers that you are changing a lane, and that it’s required in some places, why not? It’s not going to wear out your car or the bulb faster if you turn it on if it’s not strictly necessary, but it might be helpful. So if in doubt, use the indicator.
The second reason is related: good habit. Good drivers I know have made a habit out of signaling (and other things) even when not strictly necessary, so they always do them. It makes things easier because you don’t activly have to think about it “Do I have to signal now or not? Did I signal?” Like always locking your front door, then you don’t have to think “Did I do it this time?”.

aside from courtesy towards other drivers that you are changing a lane, and that it’s required in some places, why not? It’s not going to wear out your car or the bulb faster if you turn it on if it’s not strictly necessary, but it might be helpful. So if in doubt, use the indicator.
Suppose you’re at the intersection marked with this sign. What does a left turn signal indicate?
The way it should be: In the leftmost of these lanes, a left signal indicates an intent to U-turn. No signal indicates the intent to follow the standard left turn. In the right of these two left-turn lanes, a left signal indicates an intent to move into the leftmost lane (presumably because you need to make the U).
If in practice some people in both lanes leave a left signal on simply because they’re making the regular left turn, that makes it very hard for people who need to make the U to get into that lane, and increases the risk for pedestrians who can’t distinguish left-turning from U-turning cars.

The second reason is related: good habit. Good drivers I know have made a habit out of signaling (and other things) even when not strictly necessary, so they always do them.
You can make it a habit to do it correctly, too. I always signal lane changes and turns from the direct course, even if I think there’s no traffic around me. That is a good habit. I don’t signal my intent to remain in my lane and follow that lane where it goes.

…
Does anybody else encounter people on the freeway who will speed up and close the gap when you signal a lane change?
Yes. All the fucking time. (I live in Dallas, Tx.) It’s really widespread here, and a royal pain. In addition, it discourages people from using their blinkers. (“Why should I let everyone know my game plan in advance if some asshole is just going to cockblock me?”) Ranges from annoying to dangerous, as with most bad driving.
I use signals only when there’s someone close enough that might need to know that information…is that sooo wrong.
Yes signal. Always signal.
If you’re in a turn lane and not signaling, you could be unsure of what you’re doing, in which case you could make a driving mistake like not actually turning. If you’re not signaling, I know to watch out for that. If you are signaling, I’m a little more confident.
It isn’t so much wrong not to use signals when nobody’s around as it puts you into the bad habit of making signaling something you have to think about, rather than something you do automatically.