That is a weird one.
I'm not super clear on whats happening- can you help me out?
Are you saying that after you complete a turn, the turn signal stalk doesn't automatically pop back into the 'off' position?
or are you saying that the bulb indicator in the gauge cluster isn't going off?
If its the first one, there is usually a little cam in the steering column/wheel that pops it back into place.
If its the latter, there is a burnt out bulb somewhere.
I'm not intensely familiar with QX4's, but take a peek at the FSM to see if it might have some photos or steps for you to take.
http://www.nicoclub.com/archives/infini ... nuals.html