It's what BMW calls comfort light indicators. From the manual:
If button has been pressed to the right or left, the turn indicators are automatically switched off under the following circumstances:
Speed below 30 km/h: after 50 m distance covered.
Speed between 30 km/h and 100 km/h: after a speed-dependent distance covered or in case of acceleration.
Speed over 100 km/h: after flashing five times.
If button is pressed to the right or left slightly longer, the turn indicators only switch off automatically once the speed-dependent distance covered is reached.[/I]
I am also caught out by it, I think because of the acceleration part of it (in slow but moving traffic indicate to turn, accelerate to keep up with traffic and it turns off). Baffling choice to me, but the old 800GS had something similar. No way to turn it off that I can find, would be happy to know if there is a way, as I frantically keep pressing it just to be sure.