The reason your turn signals didn't change speed was the electronic flasher. Unlike traditional thermal flashers like the GM 550 & 552... electronic flashers don't blink really fast (or not at all) with one bulb burned out, and they don't blink really slow when you're towing a trailer (due to an extra lamps load).
A traditional flasher blinks at different rates depending on the load applied to it. An electronic one just blinks X times a second, wether it's even hooked up or not, as long as it is supplied power.
So for those of you contemplating LEDS, if your rig uses a 552 flasher (I'm new to Chevys, but I think they do) which looks like this:
You can simply go down to Advance Auto or Autozone and buy a Tridon EL-12 flasher (just look in the bulbs &fuses area):
