Animation in unity : shouldn't XZ position be static ?

Hi, I don't have a lot of experience so stop me if I'm wrong ...

I used to think that for games, the animations should be "fixed". I mean for a walking animation for example, the animation itself would feature a character walking without moving.

But with the mecanim system, I was surprised to see that the example projet had animations that didn't had the XZ axis fixed. So in order to understand the system, I tried to take the bootcamp soldier and make it work with mecanim. But since it's animations are "fixed", when i plugged them into mecanim, the character is animated correctly but don't move since there is no script for this ...

Can someone explain to me what is the pros and cons for having "fixed" animation over having "true motion" animations ?

I think I am going to build some "true motion" animations and see what I will get. But I figured out, I should ask here, so maybe I don't loose too much time figuring out how to make it work if I'm going in a wrong direction...

I don't know if I explained the problem correctly ... I think my english's little too bad for this kind of details ...

In short I would like detail explanations about why we would like to have an animation being "fixed" or not for video games.

Thanks in advance,

Dhaimadoshi