That is just WRONG. It's wrong on the part of ATC to allow you to do that. 100% wrong. Can I beat this drum any louder? ATC was wrong to not say something to you. 'Right turn when able' does not supercede the AIM instruction telling you 'next available taxiway.' ATC fully contributed to you developing a bad and unsafe habit.
Okay, you do it at SDF and maybe those crossing runways are inactive and no big deal 99 times out of 100. Look at the layout of KHWO. I worked there for a while and we would run the parallels all the time, and if the wind was reasonable, we would land people on the crossing runways with the anticipation of you clearing that intersection. Here you come with SDF on the brain, you take the turn onto the crossing active runway right after I've cleared a guy to roll. Seem like a bad situation? You do it all the time at your airport and then you come to my airport and do it out of habit and kill somebody. Bad pilot! BAD!
I will get up on my soapbox on this one. DO NOT EVER TURN ONTO A RUNWAY WHEN EXITING YOUR RUNWAY UNLESS SPECIFICALLY DIRECTED OR APPROVED BY ATC. "When able, turn left, contact ground .8. Runway 18L available for your taxiing, blah blah blah." This is a huge accident waiting to happen. I don't care if you do it and ATC doesn't say anything. They are wrong as well.
I don't want this to sound like I am jumping into your backside specifically. I know it happens and ATC lets it slide. We all need to work harder to do the right thing according to the regs sometimes, and this is just one of those issues where just a little effort on everyone's part will save someone's life one day. How many accidents are the result of minor deviations from accepted practices that snowball into something horrible?
Thus endeth the sermon. </rant>