I suspect it's a bug, haven't turned up any earlier reports. I will add it to the tracker if someone more experiecend confirms it.
Take TestSphere. Have it extend SimpleHeadlessApp rather than SimpleGame.
java.lang.IllegalStateException: Mouse must be created before you can read events
at org.lwjgl.input.Mouse.next(Mouse.java:362)
at com.jme.input.lwjgl.LWJGLMouseInput.update(Unknown Source)
at com.jme.input.InputSystem.update(Unknown Source)
at com.jme.app.BaseHeadlessApp.start(Unknown Source)
at nettest.TestSphere.main(TestSphere.java:65)
this is on the most recent cvs as of the time of this writing.
Ah, I see. That works. I just found out that running SimpleGame headless can be a bad idea - it takes over the CPU. A fixed rate game will be the way to go.