Given that carriers are only limited to 5 apps and can't make any changes to the Windows Phone OS, I would doubt that there are any Windows Phone devices with Carrier IQ.
I thought carriers were limited to 0 apps and couldn't make changes to iOS. However, that appears to be completely incorrect. Windows Phone may be safe or it may not be. But the argument that carriers couldn't touch WP7 doesn't hold any water given what seems to be happening with iOS.