I've generated 5 worlds with histories spanning from 1000,1500,2000,2500, and 3000 years. When I get onto adventure mode and find the capitals, all of them, have 80% abandoned shops. Is this normal, and is there a way to change this?
It is normal, and it result from the very long world history you have. The older your world is, the bigger the cities get, but there may still be wars or attack that will reduce the population, thus making the shops abandoned. It seems like people prefers to create new shops that take over older one, thus the abundance of abandoned shops.
Keep in mind that DF is far from being finished, so, in the future, the situation will likely change, and cities will contain more interesting buildings.
Yes, this is normal and a result of the (excessively large, in my opinion) amount of history you're generating. Civilisations are often abandoned after a time (due to war, famine, etc.) so I usually limit my history to 125 years.
However, if you're absolutely set on having a long history to explore, there are several things you can do to try and ensure cities prosper - in World Gen, try lower natural savegry and number of beasts, and raising the frequency of minerals. This should keep civilisations around for as long as possible.