ALmost every vehicle built in the last 30-40 years will automatically cancel the turn signals but only after actually turning. The signals in the BMW are controlled by software, but still, they require you to turn and return the wheel if you go past the soft activation point. I did own a 1971 Citroen that did not self-cancel, but it was an anomaly in many ways! If this didn't happen, you could be sitting stopped at a light in a turning lane, and the blinkers would shut off if they were just on a timer. One motorcycle I had shut them off after you'd traveled a certain distance, but as a result, wouldn't cancel them while stopped, waiting to turn, since you hadn't gone the required distance.
There may be some inexpensive vehicles not sold in the USA that won't self-cancel, but as of today's products, I'm not aware of any sold here.