I did this (signal on, slowed down, proceed to nearest exit) once on I-20 where there was no shoulder and the State Patrol officer was furious. I DID mention the safety issues and he didnt care. He pulled me over for not having a temporary tag. I DID have a temporary tag, he just couldn't see it from where he was. I asked him if I did anything wrong or if I need to put the temporary tag in a different place. He said no, he just didnt see it. But he was so mad I kept driving and didnt immediately pull over. He would have had to stand IN the right lane of the interstate if I had.