I see this is an old entry, but just for the record, in Wildfire 5 you can create weld features in PART mode. I attached a screen snapshot of a simple example of a v-groove weld on a tube. That was a new function that was added in WF5.
I have several engineers that like to design welded components as a single unit and would like to put welds in, but as you stated it does not work. That is a fun idea, but in the end I think it makes a better design to have each part created individually like you would create the actual part.
