I only have anecdotes rather than data (suspect the same is for you), but personally I would have guessed that nearly everyone does. Obviously I don't know the situation of all my family/friends, but for example in my close family both parents and both siblings have always changed to PIN numbers they chose themselves, I've known colleagues go change their PINs after getting a new card, etc...

I suspect there's no way to know which of our guesses is closer to the truth without a bank providing stats, which seems unlikely to happen. Or a poll somewhere..