Specifically iPhone/iTouch, Droids, and the new Windows Phone 7? I don't know how to quantify this, or if any research has been done. I am wondering how important the music is to the gaming and what % of games come with music at all, if good music at that.
I wouldn't say music is critical, but good music on any platform can greatly enhance the player's experience. The most important consideration with respect to music is that the music be appropriate--it should fit the game, and it should be somewhat subtle; it should not be too distracting. I would argue that poorly chosen music can easily be worse than no music at all, so it's worth investing time (and often money) to put together a good soundtrack. Your soundtrack should be large enough that it does not become too repetitive, and there must be a way to adjust the volume and switch the music on/off entirely (this functionality is usually provided for you in mobile devices).
If securing a proper soundtrack is not a viable option for you, then consider subtle ambient background sounds instead (see Angry Birds for an example).
I have no meaningful figures about the percentage of mobile games shipping with music, but most of the games I've played do include music, or at least ambient background sounds. There are some notable exceptions of excellent games without music, including Trainyard on the iPhone, which easily ranks in my Top 10 favorite mobile games.