Who is demanding that? I'm saying it is courtesy to do so. Of course there is no law requiring it, just as there is no law requiring you to wash your hands after you take a dump.
It is safer for slower traffic to move to the right. When merging after a left turn onto Rt. 4 I frequesntly get stuck behind a soccer mom who takes about 3 miles to get up to 50. Do I go around her to the right? Or is she going to? I wait, she doesn't go, so I go around on the right. What does she do? Suddenly decides to move to the right, of course without signalling.