Mip-maps are Low-res textures used on lower details settings for saving graphics memory.
If you skip mip-maps, this particular texture will allways look sharp and crisp, regardles the detail setting. Could stand out a bit... Memory should be not that big of a issue - most textures are smallish anyway, and a moderately modern PC should have no trouble here... In theory they could also get used when you zoom out far for slighly better performance, but i am not sure if Civ engine is doing that... Overall, where textures are concerned, it's more or less your choice - i prefer including them units textures.
For 2D and Interface graphics howevery ou should allways leave the mip-maps off. This is i.e. important on icons - firstly because icons are tiny anyway and also because otherwise the game will use a tiny mip-map sometimes - like 16x16 pixel - and stretch it to full icon size - which is 64x64 - thus making the icon look very blury and unpleasant.