Exactly - there are not many new units come out because there is only so much you can do with skinning, and the results are never completely satisfactory. I'm pretty sure there will be a Max exported - it was the only software specifcally mentioned when Firaxis were asked about it.
I too would like to see a Warhammer mod - it was one of my favourite Civ 3 mods too, but in general the graphics parts of TCs are always the most time consuming.
As somebody said above - if a team does start up to make a Civ 4 warhammer mod, and you want to help, I'd get a little bit of practise in modding Civ 4 first. Just pick something from the basic game you don't like, and try to change it.