Wheels question

Recently I negleted to check my brake pads until a couple of them were gone--riding around on an entry level TREK 1.1 on Bontrager AT-750 wheelset. LBS replaced the pads but I forgot to ask about the rims. The wear indicator groove is there--I can feel it and see it--but the black paint Bontrager places there in the factory is gone in certain areas. Should I worry?

 

As long as the groove is there, you're OK.