Depends really on your application. However Mule ESB has fantastic inbuilt implementation and connectors to databases.
It would be good for client to directly call the MuleESB hosted URL.
Basic validation and data processing (changing the data into different structure say JSON in Mule) and if required for further validation to Servlet controller (in async or sync way)
However if your business is okie with MULE directly interacting with DB then i would suggest you can add your business validation and saving part in mule directly this is avoid any sever hopping and creating of different sessions.
on a whole ESB has loads of features which you would want to use before forwarding the request to your webserver.