It really depends on the background image and the relationship of the position of the devices etc. If the background is just a texture and it doesn't matter if it's stretched to fit the screen then you can supply just the one background. But if the background contains for example, a picture, text or maybe a placeholder for the device images and if stretched will look incorrect then yes, three background images would be the preferred option.
It's not essential you do this, but if you want others to be able to use your theme with the least hassle then it's best you make it user friendly.