A woman doing her own thing is fine; but when it interrupts the middle of a move, or a lead into a move, it's {I was going to say annoying, but that's the wrong word} off-putting. For example, if a lady does a double spin in a return and the man is not prepared for it, nine times out of ten they just stand; waiting to be able to take the lead again.

Not very save or stylish.
I don't mind the lady improvising, but not taking the initiative.
My thoughtsÉ
How to lead this? I try to pause for a fraction of a second at a convenient moment instead of smoothly transforming one move into the next (At least that's the way it works in my head!

:p)
If the lady is 'game' then they will take up the initiative.

If not, then they will only notice a slight 'error' with puzzlement and I won't try it that way again.

If they miss it, and it clicks that a window of opportunity had passed, you can normally feel it in the move out and try again.
When to lead this? When I feel gentle resistance in some moves then I presume that the lady wanted to do something there and I led it somewhere else - I'll try do it again and give her the chance, preferably with the same musical frame. (easier said than done

) I think that this is more body language rather than a conscious thing.
When to take the lead back? When the music changes: There are natural breaks and phrases in songs and you are (hopefully) both dancing to the same melody. I feel that many short improvisations look better than the lady dominating the dance
Lady's signal Bad move in my opinion; by the time the man realises that you want to show off on your own, the musical window will have passed - the lead would have to mentally drop everything to let you do your thang, then pick it up again once you were done. This is not so much the lady leading by "taking the lead", but leading by remote control. {and you know how us men never want to relinquish that! - shudder}
I feel that ladies shouldn't need a signal - the lead should be able to pick up on their partner's style and interpretation of the music to be able to leave enough white space for their partner to fill.
It is another skill that a good lead should learn; observation.