Is there any profit when I select for example only one level of location's activity? For instance, I'm making a location responsible for doors and I know it will be only working on mid level. Does unselecting any other level help something, make a map smaller?
I doubt it, and if so by an incredibly small amount. Dont bother, waste of a second.
If it doesn't have to be unchecked, don't uncheck it.
Umm, it doesn't affect map size, if that's what you're asking.
Example: if your map was 100% air units, and you made all your locations apply to air only, there would be no benefit or effect.
It does not affect the map size, for good or bad. There are no side-effects of doing it, but selecting only ground will stop, for example, air units from opening the door (which might appear to you as strange).