This is not true with most roundabouts in North America at least. If you look at the diagram GP posted, you do not change to the outer lane to exit. You exit directly from the inner lane. In fact, you NEVER change lanes in a roundabout. The reason this works (where the inside lane crosses the outside) is because the roundabout is small enough that the traffic in the outside lane has to let you exit as part of yielding to enter the roundabout in the first place. After that, as long as everyone respects which exits they're allowed to take from which lane, there is no more crossing traffic. In practice, if you are in an inside lane, you want to keep an eye on the outer lanes to make sure someone isn't trying to take a later exit than they are allowed.
From GP link:
> Do not change lanes in a roundabout
> Do not travel in the outside lane further than allowed as it may create a hazard for the vehicle exiting the roundabout from the inside lane