Except that I know that Firaxis used off the shelf commercial modelling tools for all of their previous 3D (and even their 2D graphics) graphics. I assume since they spent the money and have the in-house expertise with these tools they wouldn't feel a great incentive to make their own.
In addition, there is a big difference between Unreal and Civ. In Unreal, Tim Sweeney and company at Epic make quite a bit of money just licensing the engine to other game developers (for Unreal 2 it was $750,000 a title). They needed to develop these tools to make their engine attractive to other developers (and the next suite looks awesome, as it should for the price).
In the case of Firaxis, the are licensees of the Gamebryo engine by NDL. It supports the two most common (in professional game development) modelling programs out of the box. To build a modeller that they didn't need (as the off the shelf tools are much cheaper than the programming time to make an equivalent tool) would be an extravagent gesture. Not to say they wouldn't, but I'd be pleasantly surprised.
What is more likely, is that they would include a convertor from 3DSMax format to NDL's format they are using in-game. This means that most any modelling package could be used to make the units.