in the wheel assembly behind a normal steering wheel, there's a mechanical part which corresponds to the indicator switch (the handle that controls lights+signals).
the first and foremost mechanism is a plastic ring around the steering column shaft. it is slightly different for various cars but generally it is a ring with a protruding stump (or nipple). this protrusion faces the back of a stock steering wheel and fits into a hole specially made for it. It is made so that when u turn the steering wheel, this plastic ring mechanism will turn just as much.
Now, behind the plastic ring is another protrusion that faces in another direction. This 2nd protrusion sits inside the column housin and contacts the signal handle. Our signal lights switch is made so that this 2nd protrusion will 'trip' the signals, turning them off after we have done turning the car. im sorry if u cant imagine it as this is the best explanation i can give.
now, regarding your problem. there are 2 possible reasons, and a suggested solution:
Problem:
1- your bosskit does not come with the hole to fit the auto-off plastic ring mechanisme OR
2- your bosskit does have the hole, but the person who changed your steering bosskit did not bother to line them up correctly.
Solution:
uninstall your steering & bosskit and examine the insides. in most cases its harmless to drill a little hole (usually only 5mm depth is required) on the back face of the bosskit, making sure it is properly aligned with the protrusion from the plastic ring. this is if your bosskit doesnt have the hole yet.
DISCLAIMER: as stated above, the mechanism for signal auto off may vary from different car makes. yours may not look like a ring.