Not much different on DL and AA. US carriers have figured out that it's far better to leave the sign on and not deal with lawsuits alleging that the failure to have the sign on meant that a pax wasn't warned when he jammed a finger during a bit of minor turbulence.

Non-US carriers don't worry about this stuff because these sorts of lawsuits don't fly (bad pun).

Of course you can head to the lav. But, you're doing so against advice and after warning. If it's your finger, it's going to be hard to collect the millions every American is entitled to.