Don't misread my words. I deliberately stated 'should' rather than 'must'.
Should/must - makes no difference - the use of a signal in no way alters the rules of priority .
I make no apology for always using an indicator in this situation. It's a signal to other road users who might otherwise be about to initiate an unexpected manoeuvre (eg. accelerate in lane 1 behind you, or move from lane 2 to lane 1 in your vicinity) of my presence and intention.
Whilst other drivers ought not to put themselves into conflict with you if you are arriving into a gap ahead of them ( traffic should be able to merge smoothly without any inconvenience to anyone ) , it is the driver joining the motorway who has to adjust speed to match that of traffic already on the carriageway , even to the extent of stopping and giving way , if neccessary .
If , as you come down the slip road , you are ahead of traffic on the carriageway , then they will clearly be able to see you and , since you cannot go anywhere other than onto the carriageway , the signal adds nothing to your presence , position and speed .
Whilst I am sure this is not your intention , sometimes a trafficator signal given by a vehicle joining a motorway can be seen as aggressive by some drivers who will then 'close the gap' and this can be counter productive . Deliberate 'blocking' of another vehicle is both dangerous and wrong , but still you have to give way to them because , alas , they are on the main carriageway .
You will just occasionally get the driver who delights in 'blocking' you because you are in a nice Mercedes and he is jealous
what's that about ?