On a Shimano 600EX, I replaced the jockey wheels after 25,000 mi over 30 years - I kept them clean that long.
On an Ultegra 6500 bought used on ebay in VG+ condition, replaced them right away before using the RD.
On my Microshift R10, I replaced them after a couple of thousand miles because I ran across a crazy Amazon deal - Microshift sealed ball-bearing/ alloy for $12/pair - I grabbed them. Next time I looked, they were $24/pair and very soon sold out