I usually do, more out of force of habit than anything else, even if no one is around.
The police officer wasn't stopping him because he didn't use his turn signal. The police officer was stopping him to check if the reason that he didn't use his turn signal was because he was high, drunk or something else. Often times, people who are impaired in some way "forget" to do the basic habits of driving, and the "not using the turn signal" is the police officer's reason to stop him, since if a police officer stops someone without a reason, he or she gets accused of racial profiling, or age profiling or gender profiling or something.
Obviously your DH wasn't impaired, so no harm, no foul.
Personally, I like it when the police officers in my town do their job.
Now, you may all begin the tirades about how a house got robbed and no police were around, or where are they when such-and-such happpens...probably at the donut shop.
Just remember who you think of calling when something happens to you.