Chain/cassette life are dependent on many variables. The largest variable is probably riding environment (chain/cassettes get chewed up much faster in grungy, gritty, mucky conditions), followed by rider size (larger riders wear out components faster), and to some extend riding style (grinding in big gears causes more wear than spinning in small gears). The best bet is to periodically measure the chain for wear, and replace as appropriate. Cassette wear is accelerated with a worn chain, so if chains are replaced before the are worn out, a cassette may last several chains.
And no, you don't necessarily have to change Dura-Ace every 2,000 miles - it really depends on conditions and wear rate. I'd personally be very unhappy if I only got 2,000 miles out of a chain on my road bike, and really, really unhappy if I got only 2,000 miles out of a road cassette. (On the other hand, on my mountain bike, which sees a much grungier environment, I'd be very surprised if a chain actually lasted 2,000 miles.)
I expect at least 5,000 miles for a well-maintained chain. I couldn't afford to replace chains every 2,000 miles. That would be every 2-3 months. My current chain has 4,000 miles and shows absolutely no wear. I don't ever plan to replace the cassette. Maybe, just maybe, the 18-17 combo, if it ever wears out, since I spend a lot of time in that area. And if that happens, I'll replace it with the Chorus (steel) part.
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