mtbc | Cheeky circling

Coming out of Dundee and waiting to turn left at the Swallow Roundabout I saw the Glasgow Megabus perform its usual act of seeing that the queue to turn right was much shorter and turning left by joining the shorter lane then circling the roundabout 1¼ times. It seems rather cheeky and the Highway Code does instruct one to join the correct lane but I wonder if the more selfish route remains technically legal.