Is this new behavior? Or has it always done this? If it's new behavior, I would suspect a ground problem. If it's always done this, I would suspect the flasher.
The pilot bulb may never have been connected. How many prongs does your flasher have? (OK, stop snickering - this is a legit question)
. The third prong on three prong flashers is used for the pilot bulb. If you have a two prong flasher, the pilot light may never have been connected.
