No, under normal conditions they will last until at least the first B service (around 20K miles) and sometimes to the second A service (around 30K miles).
ps If the brake pad warning is activated, one of the wear sensors is worn into the rotor and will need to be replaced. Call the dealerships bluff and if they say that one set of pads is worn out, tell them you want to have the old brake pad sensor back that was causing the warning to activate. You have a right to receive any old parts that you had to pay to have replaced. Better yet, ask for the old pads, too. Tell them to leave the worn sensor in the pad.