Do you mean the picklist in the filter or the actual lead view? Pretty sure this is not available on the View.
You should have separate smart lists for each Device or Device Group.
You can not capture this info directly in a lead report. I would recommend creating a custom field - 'Email Device'. This field can be updated when someone opens an email on the desktop or mobile device.
You can decide to run a batch campaign for updating this field, based on the filters that you are currently using.
Additionally, you can add a Google Analytics pixel in your email ti trigger an event, and see device-level break-down in GA for insights.