Unit support is how your government pays for the units you have. Each town, city and metro you control pay for the a certain number of units. Above that you must pay gold for each additional unit. For most goverments, the unit support increases as the town grows, however with Feudalism the opposite happens.
For example, under Monarchy, unit support is 2/4/8 plus 1 gold per unit over the limit. (That's 2 units per town, 4 per city, 8 per metro). Feudalism unit support is 5/2/1 plus 3 gold per unit over the limit. Thus Feudalism only makes sense if you have a lot of towns and not many cities or metros. This is not only counter intuitive, it is anti-growth and since city growth is often key to winning, Feudalism rarely makes sense.