Some exercises may well require heavier than 20 lb dumbbells for many people, especially those with some experience, and even for beginners as they progress to the strength cycle (lat row is the first one that comes to mind, and others could be bench press, pec fly, overhead tricep extension...) Even the 4DS series shows the crew using I think up to 30 lbs, and a long-term developmental progam is likely to go heavier (depending of course on where you start). I'm pretty sure the STS blog pics show heavier dumbbells as well.
But as previous posters have noted, there's no need to rush out and buy heavier weight right away if you're not sure what your level is. You can always just go get them when (if) you need them.