I recommend changing the fuel filter every 20K-25K, but I've seen people using them up to 40K. Only in this case, you can get stuck on the expensive. If you have been to Mexico, it is best to change the fuel filter right away. Check my website, I wrote there about replacing the fuel filter. https://www.sprinter.repair/fuel-filter
There is no such light on the dashboard. There is a light for water in the fuel, that is it. At 32K you are getting close, buy a filter and keep it in the van. When the filter is at its end of life and starts to restrict the flow of fuel, CEL will come on and will put the van in a limp mode due to low fuel pressure at the rail. I change fuel filters on my 2013 2500 at 40-45K along with the shaft seal of the PCV valve.