I appreciate you replying to my question.
As a matter of fact I have checked all the bulbs, front and back and all are fine. None of them are out.
As I mentioned in my post, the issue of just being on (not blinking) and turns off when I cancel the turn signal, happens out of clear blue. Sometimes it doesn't happen for months and then suddenly it will stay on till cancelled and then after few minutes (during the same ride) will start working fine and won't happen for months.
This time it took over a year to happen again.
Its really confusing and irritating.
Well, I hope this helps you with the dilemma I am facing.
Thanks and I hope to hear from you soon.