I don't think you will find the specific research you are probably looking for. However, it may exist: the predominate source of papers on the subject of haptic feedback seems to be the Immersion Corporation, who have published a series of white papers on the topic.
I also stumbled across this paper, which is a course thesis, on the subject.
Actual market research data may be available (for example, from here). You will need to pay for this research in almost all cases. For other sources of market research, you can browse this site. There have been at least a few questions on the subject (not specifically concerning vibration, but the resulting research firm sites may be worth a browse).
Haptic feedback can be a good way to inform a user of game state changes without necessarily having visual feedback; this is especially useful in a game where the player may not always be looking at the part of the screen that stimulates the feedback (for example, in a shooter, they may be looking at a target and the vibration can tell them their ship or character is being damaged, and that they should refocus their attention temporarily).
My gut feeling says that you should:
- Keep the vibration in your game. You already implemented it, after all. If it turns out this is a common thing in your genre, then you are doing what people will have expected. If it turns out it is an uncommon thing, you have given yourself a differentiating factor. Something to set your game apart.
- If possible, make sure your vibration is distinct enough in feeling from built-in, system vibrations (like "new email" or "missed call"). Consider disabling the vibration if you cannot make it different enough on a given system, to avoid potential user confusion.
- Build in an option to disable the haptic feedback if a user desires. That way, if somebody finds it annoying or if they need to play in a quiet environment where even the hum of the phone motors can be distracting, they can do so.
If you have enough friends/beta testers/et cetera, you could also consider conducting an informal user feedback session. Give some players a version of the game with feedback on, some with feedback off, for example, and poll them about who had more fun and felt more engaged in the game. Or provide a survey inquiring as to how they felt the feedback added or detracted from the gameplay.