Not using their turn signals if the only other traffic is pedestrians.
So many times I’ve been crossing an intersection to the opposite corner where I could cross either street first, so I pick the street that won't block the car crossing the other way. They’re not signalling so I figure they’re going straight, and cross the other way so they won’t have to wait for me—but seemingly every time it turns out the car was really turning after all. So they’re stuck because they couldn’t conceive of pedestrians as traffic they need to communicate with.
Not only this annoyance you mentioned, but my personal little saying is that turn signals aren't just for the benefit of who you see, but more importantly for anyone you don't see!
You should have already made sure you're clear of everyone before you think about leaving your current path. Using the indicator is a preventative measure for the sake of yourself and anyone in a blind spot or that you failed to notice.
I once had a passenger criticise me for indicating a turn when there were no others cars around. She said it showed I was driving without thinking, automatically signalling when it wasn't needed. I think I said something like "fuck you" or maybe "I'll drop you off here then if you don't like my driving". I'm signalling my intentions to the universe! Behold my blinking lights, for I am voyaging leftwards!
The only times anyone is to be criticized for signally is if it is waaaay before where you're actually turning so that people think you just bumped the stalk or if you just leave it on and don't know it.