I've yet to change housings in 15 years, but will do so when I move from 9 to 10 speeds after wearing out the current cassette since Campagnolo shifters come with cables and the shift housing diameter got smaller.

I usually change the right shift cable when I replace the shifter G-springs every 2-3 years since by that point it has a few broken strands and everything is already apart. I replace the front brake cable at the same time since it's on the right and already out. The rear brake cable gets replaced when something happens like the pads wear out or the return spring fails due to fatigue.

I've replaced the front shift cable when it didn't have a cable cap and the end was frayed but don't remember if it's been replaced for any other reason.