I read them! And in fact I find the general lack of release notes in app updates extremely frustrating!
For Windows Phone, I don't believe there is a defined "release notes" field available as part of the update process (in contrast to the Windows 8 Store, which does have such a field). The way I approached this in my app RSS Central is as follows:
- Put the release notes at the end of the application description, so existing users can read them from there before updating.
- Each time the app launches, detect whether a new version of the app has been installed. If so, display a "release notes" page with a simple and concise breakdown of what has changed. I then offer "ok" and "read later" buttons; the latter is very handy when the user is in a hurry to use the app, but does actually want to read what it says later on, and will cause the notes to be displayed again the next time the app launches.
You could also put them on a help/about screen in your app too, of course.