Generally it does at least in my US model. "The system is set to avoid unnecessary alarms if the system detects the vehicle behavior is intentional judging from the operation of the accelerator or turn signal." from https://www.mazda.com/en/archives/safety2/active_safety/las/
There are still scenarios where it can be an issue, for example when you need to "peek" through the lane to see if an overtake is possible safely. In this case it requires driver judgement on when to activate the turn signal. You may activate early or when committed, I don't think either is necessarily wrong.
I don't know the other commenter's scenario but don't doubt what they described. To pull another example out of my hat: bendy mountain roads (e.g. western Connecticut, minimal elevation changes), car ahead is moving slowly due to lack of power, heavy load, etc. Assume driving conditions and road lines are clear, no camera or sensor obstructions. The system is automatically active while following the bend and will attempt to keep on course. As you approach a rather wide curve (lanes are also widened, with extra shoulder) it is an opportunity to ride closer to the centerline in order to see past the vehicle and overtake. If you do that without putting on your blinker first, the system will attempt to correct while you're in the turn. Depending on how you react this can be jarring as the wheel is vibrating and you have to decide whether to commit to let the system correct, correct the correction, or commit to the overtake.
I chalk this up more to my own lack of familiarity with the system early on and not a defect per se. The wheel vibration is a very odd sensation to me on turns likely because on older cars I'd start to worry about tires or mechanical issues.
There are still scenarios where it can be an issue, for example when you need to "peek" through the lane to see if an overtake is possible safely. In this case it requires driver judgement on when to activate the turn signal. You may activate early or when committed, I don't think either is necessarily wrong.
I don't know the other commenter's scenario but don't doubt what they described. To pull another example out of my hat: bendy mountain roads (e.g. western Connecticut, minimal elevation changes), car ahead is moving slowly due to lack of power, heavy load, etc. Assume driving conditions and road lines are clear, no camera or sensor obstructions. The system is automatically active while following the bend and will attempt to keep on course. As you approach a rather wide curve (lanes are also widened, with extra shoulder) it is an opportunity to ride closer to the centerline in order to see past the vehicle and overtake. If you do that without putting on your blinker first, the system will attempt to correct while you're in the turn. Depending on how you react this can be jarring as the wheel is vibrating and you have to decide whether to commit to let the system correct, correct the correction, or commit to the overtake.
I chalk this up more to my own lack of familiarity with the system early on and not a defect per se. The wheel vibration is a very odd sensation to me on turns likely because on older cars I'd start to worry about tires or mechanical issues.