I have 27,000 miles on Ram dually and the rear tires are worn down to less than half tread left fronts are fine is this normal with dually's. I always keep tire inflated to the reccomended pressure.
You do not say what type of tire, highway, all terrain, or mud/snow tires, you are using. If they are highway there may be something wrong, but for all terrain and m/s tires 40,000 miles is about what you can expect, and from what you describe that is about what you will get out of them. Do you rotate your tires every 6,000 miles?