If the "wear indicator lines" are gone the rims are now pretty thin and the eventual failure could be minor ( a small crack that makes braking a bit lumpy) or catastrophic (a whole section of the rim peels away leading to a sudden blow out.)
Replacement isn't urgent but should be done soon. You probably have time to find a good price on a replacement set. BTW, you must ride in some pretty harsh conditions to wear out rims in 3500 miles.