A fact that was when you use an intergrated GPU and buff up the amount of RAM, that it will get you better performance.

It is a fact under certain situations. Nowadays, if you bump up from 4GiB to 8 sure your games will run better.

Is this also happening when you are CPU mining?

No. Mining consumes negligible amount of memory (often under a single texture). Some algo consumes more but they're still relatively rare.