IME wear indicators are nice to have but not essential. I've worn out a few MTB wheels, they don't go BANG but they do eventually fail. One developed a crack on the inside of the braking surface, another just develpoed a kink on the rim and as it was well dished I junked it. In both cases the rims were VERY worn, they were definitely dished by braking. Now I know MTB rims are heavier but I suspect you can run any rim until it looks very worn indeed. Sooner or later you'll se a kink or crack, then it's time for a rebuild. On a roady this will take a LONG time.