In my 88 XJ owners manual it says to change the transmission, transfer case and differential fluids at 15,000 miles for "severe" and 30,000 for "normal" driving. It may be different in my 2001 XJ. Remember there has been a push to longer fluid change intervals. In my opinion the longer intervals is driven by the marking dept, not the engineers who want the vehicle to last.
Sounds like you may want to start changing at 15,000 miles. Also make sure you use the right fluid. My manual says Dextron for the Automatic transmission and transfer case. I found Mobil 1 ATF works great in the transfer case but NOT in the transmission. I lost 3 mpg when I had Mobil 1 ATF in the transmission. When I had a flush done with non-synthetic dextron I gained my back my lost MPG. Synthetic AFT may work in your vehicle but it did not work in my transmisson.
You did not say if you have the NP231 (Part time) or NP 242 (full time) transfer case. If you have the NP 242 and there is a lot of time in full time 4x4 then you may be in severe duty. Fluids are cheap, changing them more often is cheap insurance.