You might be surprised, but that's the standard protocol for making a left turn in California. It's actually taught in the driving schools out there. Done correctly, that method of making a left turn keeps the traffic moving much better than waiting at the line for clearance to turn.
If you stop and think about it for a moment, it actually makes sense, because in dense urban areas with heavy traffic, cars really will get stuck at red lights unless (at least) a few cars advance at each turn of the traffic light.
That's not so much a problem where there are signals with a left turn arrow, but lots of intersections don't have them.