Broken Spoke- should I be concerned?

Not normal. You should get that spoke replaced and get the wheel trued and check the dish and spoke tension. Are these wheels stock with the bike? What type? If they're machine laced, they're probably not tensioned properly and might need to be re-built by hand.

I get >20,000 miles from a set of standard 32hole, 3-cross wheels.

I recently broke a spoke on my rear wheel. It was a quick fix, but the bike shop warned me that the other spokes were now more likely to break. A few weeks later another one went, so I went ahead and got a new wheel.

Factory built wheels can at times have quite uneven spoke tension, which will eventually cause problems, such as broken spokes. Take the wheel to you LBS and ask them to replace the spoke as well as properly tension the other spokes. They may suggest a complete rebuild (which basically means that they will some or all spokes and nipples, but reuse the rim and hub), which is not that expensive at all and will in essence get you a perfect wheel.

This is one of the reasons why hand-built wheels are preferred by many over factory wheels.