You're crossing a lane but if you enter in the left lane you should exit in the left lane. If you want to move to the right lane you do it after the junction, allowing others to join and exit without interfering with you / you interfering with them.

At least that's the rule here (again everything's reversed here because we drive on the left but as I say those two lane roundabouts are very popular here. I'd pass through 8 of them on my way to work).

Edit: there are some that are two lane on entry but only one on exit. The left lane in that instance is only for the first exit and / or straight ahead depending on configuration.

But yeah you're crossing one lane briefly but not changing lanes. I think we may be talking about the same thing. That lane cross should be perfectly safe though as long as everyone's indicating properly.