I don't know why the turn signals work like they do but someone is surely going to tell us eventually (I know they have told us before).
Personally, through all of my training and experience I understand how electricity is supposed to work. But, I've also seen many examples of it not doing what science tells us is supposed to happen. Could it be gremlins or magic? Probably not, but I feel that the differences between materials in the light housings, brackets, bulb housings, sheet metal and the wire harness combined with weathering and corrosion cause the electricity to do strange things.
When my Marines would come into my office after spending many fruitless hours troubleshooting a strange electrical problem I would ask two questions. #1 Did you check the grounds, no? go check them. More often than not the problem was solved. #2 (typically an engine in a non-start situation) Are all the switches and circuit breakers in the proper position and did you check that the shifter is in Park? No? go check them. One particular case, the vehicle was in the shop for a PM and would not start. The entire shop spent two weeks messing with it trying to figure out what was wrong. They finally came to me and asked if I would use my F'ing Magic to fix the vic. OK.... I put on my trusty coveralls, checked that the fluids were at the correct level, checked the circuit breakers, moved the shifter from Park to reverse and back to park, turned on the master electrical switch and started the vic. The legend grew stronger that day.