Considering that no contamination or dilution of the oil occurs in the drive system, and that the weight and viscosity more than likely changes little to none.......why would anyone feel the need to change more often than like every few years or maybe every 20K?
Because as oil gets used, it loses it's viscosity... Think about this: When your wife wants to make pie with nuts on top (Easy boys...) she somehow grinds them... (EASY BOYS!) Sometimes this is done with a crusher or a hammer. Every time the nuts are crushed, the pieces get smaller and smaller.
Every time the oil gets pinched between gears, it's getting smashed. Every time it gets smashed it gets smaller, and can't properly do it's job after a while... When that happens, more metal wear happens, and those fine metal bits don't lubricate very well... They act as sand paper on the gears as they're turning. This grinds more metal off, and into the oil, and its a vicious cycle.
Now I don't know about you, but I wouldn't want to go around with smashed nuts... Think your driveline wants to go around with old oil?
I was just replacing it roughly based on the service interval schedule, which called for 7500 miles (I did it at 9000+ miles and almost 3 years). I am not sure if it is supposed to be grey colored, but it was pretty dark grey (could be dirty, could be dye used in the last brand the dealer used, I have no idea). The new stuff I put in was honey colored. I assume over time it will get contaminated with microscopic metal particles which will increase wear... plus oil can break down.
9000 miles in 3 years?! Holy cow... I've had mine for 6 months and have well over 5000... lol