I haven't changed mine in the 2 or 3 years I've owned both guitars. I asked Greg how long the subs last, and he told me (knowing I was new to harp guitar) "For you, pretty much forever".
I'm sure I'd hear a difference if I did change them, but they certainly don't sound dead like the fretted strings eventually sound. The frets themselves cause a lot of the degradation in guitar strings, particularly the higher harmonics, but the subs don't have frets, and they're deep to start with, with fewer higher harmonics even when new. Bass guitar strings last a relatively long time for this second reason, too. Meanwhile, I've changed the fretted strings on both harp guitars many times since I got them.
So, I think it really depends on how particular you are, and what your ears hear out of your guitar.
Having said that, at some point soon I do want to change them out, not because they're dead but because they're tuned down a ways compared with the standard sub tuning, so I'd probably be happier with slightly thicker subs on both guitars.