BMW drivers are said to never use their turn signals (indicators).

I would but I rather stay in my lane.

The joke is that BMW drivers don’t use their blinkers and may not give notice of quitting a job.

Can someone explain this to me?

I’m guessing:

There’s a joke that BMW drivers don’t use turn signals or obey traffic rules, parking lines, etc.

Apply that to the common practice of giving notice when quitting.

No worries. Took me a moment as well. 🤪