Do you mean that as BMW owners - who after all DO own the road - you actually use your turn signals?
It should not be necessary to tell those other nuisance drivers on 'our' roads where we are going. They should automatically get out of the way and permit us through.
Of course we should show some manners to our fellow Beemer owners by using the 'after you please' wave. Although I suppose the 'No, No, after YOU please' can get a bite tiresome after a while.