Color spaces are used to ensure all parts of the pipeline interpret the values contained in the image correctly. Not all texture maps represent colors, some represent data, for example vectors in normal maps. Most texturing software (Adobe Photoshop, Substance Painter) work and export using sRGB color space.
Texture maps that are not processed as color should NOT be used in sRGB color space. Using sRGB in these maps will result in wrong appearance on the material.