It's not terribly uncommon for Mercedes rotors to only last 20K. It depends on driving style, geography, and all sorts of things, but they are high performance, and they don't have long lives. Generally, Mercedes rotors are not resurfaced and need to be replaced for the same reason.
If the brakes were that close to life when the sold the car, I really would have expected them to replace them. You can see that coming when you inspect the brakes, so you may want to negotiate with them on that.
There are some highly-rated shops on RepairPal in Vegas: http://repairpal.com/dolars-automotive. They may be cheaper.