To understand this situation you need to understand how jQuery Mobile works. It uses ajax to load other pages.
First page is loaded normally. Its HEAD and BODY is loaded into the DOM, and they are there to await other content. When second page is loaded, only its BODY content is loaded into the DOM.
The most realistic solution would be to move all of your javascript into the original first HTML. Collect everything and put it inside a single js file, into a HEAD. Initialize it after jQuery Mobile has been loaded. I would also use that same index.js file and initialize it inside a HEAD of every possible other page.
Now you can ask me WHY?
Phonegap like jQuery Mobile is buggy, and sooner or later there's going to be an error and your app will fail (including loaded DOM) if your every js content is inside a single HTML file. DOM could be erased and Phonegap will refresh your current page. If that page don't have javascript that it will not work until it is restarted.
I've listed other ways to fix this problem (with examples) in my answer here: Why I have to put all the script to index.html in jquery mobile.