Unfortunately I found another problem, that might be related.
For a tree I use two different DDS textures one for the leaves and one for the trunk.
When I store the textures separately (MED setting "external"), no mipmaps on my screen.
If I store the same DDS textures (DXT1 and DXT5) in the model file, they work.

The picture shows the tree model. The tree on the left side uses the DDS textures stored internally, the tree on the right side uses the same DDS files. The only difference is, they are now external.
The model on the right side - in comparison to the identical model on the left - is very pixelated, when the view is not close to the models.