Given the ease of retraining, probably at any level when you feel like you are no longer hitting as consistently as you should be.
Though given the all-or-nothing nature of most powers, I expect players to eventually take them anyways. You may feel comfortable being able to hit a foe on a 5 or more, until you roll a 2, and then think :"Crud, if I had taken expertise, that miss would have been a hit..."
Perhaps, however there are still characters using +2 prof weapons, giving up accuracy for damage.
Until you hit 15, expertise gives you a 5% increase in accuracy. Until your average on a hit is higher than 20, you increase your average damage per hit by less than 1, making weapon focus, two weapon fighting, backstabber, superior weapon prof, lethal hunter, all the elemental damage boosters, etc ... giving more of an increase to average damage. At paragon, many increase to 2 points, needing your average damage on a hit to be 40 to compare to them.
Once you hit level 15, assuming you are a striker, your average damage on a hit with an at-will is probably going to be at least 20 damage [One example: eldritch blast 1d10 + 2d6 (curse) + 6 (18 + 4 by 14) + 3 (enhancement) = 21.5, and that is likely a conservative one ... other strikers would likely be doing more per hit with at-wills adding striker damage, and this doesn't include feats, etc]. And then you'll definitely be increasing your average damage by increase your to-hit by +2.
I'm a little off on the numbers, but the basic idea is that, for characters with an already good chance of hitting, your damage output will be greater increased by damage increases than accuracy increase.
Another basic example of the math:
Rogue, level 1, 18 DEX and CHA with sly flourish.
Let's put it against one of the harder to hit monsters ... a level 3 hobgoblin solider, so AC 20 is the goal. Assuming the rogue gets combat advantage and is using a dagger he's looking at 10 vs. AC
So, before feats he has:
.55 (1d4 + 8 + 2d6) = .55 (17.5) = 9.625
.55 (18.5) [Weapon Focus] = 10.175
.55 (19.5) [Backstabber] = 10.725
.6 (17.5) [Weapon Expertise/Nimble Blade] = 10.5
In this case, the damage per hit is great enough, and the initial accuracy was low enough, that expertise is an improvement over weapon focus. However, this is an example of a high AC foe. If you are hitting on a 6, for example againt a level 1 soldier that has AC 16, the numbers become:
.75(17.5) = 13.125
WF -> 14.0625
BS -> 14.8125
WE -> 14 on the dot
As the average damage per hit decreases, and the odds of hitting increases, the value of weapon expertise decreases. This means that it's more useful to improve someone that has a hard time hitting than it is for someone that is already optimized.
For a non-striker, their average damage on a hit is much lower, and are more likely to increase their damage through the other feats. Even at level 15, it's possible that they are more focussed on class roles that aren't centered around damage dealing. For example, there are a number of paragon options that improve defenses, a leaders ability to buff/heal the party, a defenders ability to protect his allies (and keep himself alive), and a controllers ability to keep foes locked down.
Arguably the feat is probably going to replace things like toughness/durable/improved iniative as the "I've run out of things to pick" feat choice.