I ask myself this question, for example under EU5 let’s imagine a case with a hospital, an asylum on the same map in an open world, I’m looking for the best practice, which is simple and consumes the least resources.
You can create collision in a variety of ways. If you are talking about a building that is enterable by the character, usually you create modular meshes in a 3D application and from there setup collision for the model. This is the best approach as you have full control of the collision asset. As it is a manual process it takes slightly longer, but you get a better, more optimized collision for your assets.
It’s been a while since I’ve been playing with 3D models and the built in collision system, so it could be that the existing system today has been improved significantly. I hope this helped! 
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I totally agree with @EliasWick , a more modular approach to you buildings would be best, that said if you made the outer walls in 1 mesh and keep the door ways relatively simple, you could layer up each floor that way, then use modular inner rooms.
Just keep your pathways relatively simple and add in finer detailed meshes where needs be and use more complex collisions only where you really must.
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Thank you for your answer @EliasWick and @High500, so we can make the exterior walls with the floors in a mesh and then create modules for the interior separations ?
For example how is the Cathedral of Notre Dame de Paris collision and meshes made in Assassin’s Creed Unity (It took them 9 months to do it, it’s impressive).
Im not sure how they did it in Assassins Creed Unity if i am honest.
There is another way to make collisions is to use a mesh as the collision, but again this could be costly, it all depends on how complex the game is, the specs youre aiming for.
Have you tested the impact of different collision? Maybe youre thinkin too much into it?
I think unless your buildings have complex shapes that the player can pass through (archways, caves with pointy things like stalactites or stalagmites) i wouldnt be too concerned just yet. if its down to playability and you want a complex mesh like a cathedral which has many spires spikes and gargoyles etc. then maybe you need to think a little more.
For now keep it simple unless you MUST do more, some times a box ,sphere ,capsule is good enough, and sometimes it just isnt
Thank you, I will try all that and not complicate the task too much.
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Feel free to let us know how you get on! good luck!