If you're wearing the pads down to 2mm in 36,000 miles then you must be beating the brakes up a bit.
Do you do a lot of town driving?
The 500X is not a heavy beast but the brakes are also not as big as they might be, so they work hard for a living and some TLC will make them last a lot longer.
But they're not a "lifetime use" item. Modern pads are more agressive than in the old days when they contained asbestos. Without the asbestos (kills people who insist on breathing it in, apparently) the manufacturers add sintered metal. This makes the pad almost as hard as the disc, so the disc will wear out much more quickly than you might expect.
2mm won't give you a warning..The light comes on when the sensor becomes earthed against the disc, so the pad will be 1mm/pretty much down to the backing plate before that happens. You could also check that the cable has not been snared on something and become cut or disconnected too... it sometime happens... but so far, apart from the wear rate you get, it sounds okay to me.. no reason to be not impressed.
Ralf S.