Yeah I have never figured this properly myself :D
Changing cm to mm or m does not rescale your model it just change the way it shows the length 1 cm will be just 10mm or 0,01m it does not scale. You need to use unit scale and move that 1 to 0.100 or 10.00 depending on what you want actual size to be. The bummer is that the newly created objects will be sized to the original scale, so when modeling it can be annoying as new cube will be big as hell or small as dot.
You can always check with the measurement tool.
Or scale the object with S to actually make it bigger or smaller. I use another 3D software to check the measurement after export. I had problems to understand units setup in Blender as well.