It depends how you are looking after them. Mildew is a response to conditions that favour leaf decay. If its on all the leaves, clearly your plants are dying! However I suspect its on a few lower, older leaves which is closer to normal.
Definitely not worth treating, just check you are giving plants what they need to grow healthily. Aubergines in particular need warmth.
Also some courgette leaves have grey colouring which can be mistaken for mildew.
