There is a self cancelling module somewhere, probably under the tank, like any module I would first check that it has power, more then likely it has no power or is faulty.
I'd check electrical connections. Cancelation needs speed input, angle sensor input and/or time to pass for the cancelation to take effect. That given there are still times that mine won't cancel automatically, but it might do with I tend to "signal' more than once for lane changes or turns. Want to make sure it's on without looking down.