I've done some tests today.
Here are my conclusions:
- Mipmapping doesn't help at all, it's even worse than bilinear filtering without mipmaps; I think it's just an optimization, it's not meant to provide better results
- I can't remove SetSmooth from sf::Image, hen scale is greater than 1 we really need both modes: when the sprite is aligned, smoothing off gives better results, but when a rotation is involved it's really ugly without smoothing.