I've rarely seen that. In fact, given the sheer number of games that don't have co-op of any kind I can't see why reviews would dock points in most cases.
Frankly, I think part of the reason we don't see more co-op is because it's just really hard to implement properly whether online or off and many genres don't support it very well. Taking the FPS genre as an example, I've never played a co-op FPS I can think of (not that there are many) that wasn't pretty unbalanced because they never bothered to re-balance the co-op mode specifically. There are ways to do it in some genres but it is a lot more work to get it right.
As for why we don't see more local co-op, I could think of two reasons that strike me as probable. The first is an issue of hardware power. Taking Uncharted 2 for instance, there's absolutely no doubt that it pushes the hardware very hard, but if it were to have split screen co-op it will make more work for the PS3 by requiring the system to render two completely different scenes simultaneously. I'm sure it wouldn't scale to require twice the hardware power, but I'd be surprised if they could keep the quality up without putting in a lot of extra work to optimize, assuming it's possible at all. It's not likely to happen for a feature that isn't a main draw of the game and most companies won't release it if it looks or runs worse. The other reason is that online co-op is easier in just about every way. No hardware hurdles to get over and it can use and build off of existing network code. I'd guess it's much easier to implement at a quality comparable to the single player and regular multiplayer.
That's all my speculation on it anyway. As far as how I feel about local co-op, it's nice if it's there and implemented well, but I hate any implementation requiring split screen, and online is far more convenient than waiting to schedule a time to have a friend or two over.
Anyway, back on track: my sister said she's getting Mario Galaxy 2 soon so I guess I will get to play it. I don't expect much though, and doubt I'll ever buy it since I hated both Mario Sunshine and Mario Galaxy (on top of almost every Nintendo game made in the last two console generations). It does give me hope to hear the they upped the difficulty though.