Excellent question - for all intents and purposes, the Rocky (under normal weekly use) will probably have a lifetime of 10 to 20 years before you need think about burr replacement.
That is, based on single daily use.
Currently, my Rocky is getting zero usage - so by definition, it will last forever.
How can you tell the burrs are worn?
You can pull off the hopper and unscrew the top-set and examine them for wear. New grinder burrs feel very sharp. Old ones will dull with time.
I imagine the consistency of your grind starts to slide as the burr edges soften.
In my early days I used a Braun burr grinder (and was it noisy!) and I would blast through that thing in about a year before I was unhappy with it -- I think I have given away about 4 Braun grinders to happy homes.
All of them are still working.