Can we weld on aluminized or stainless tubing?

It seems the aluminized and stainless steel aftermarket exhaust systems are held together by clamps. Is that because welding destroys the rustproofing? I want to make a custom exhaust that exits in front of the rear tires but also want it to be as rust proof as possible. If I use the above tubing choices, I don't want to destroy it in the process. Is welding off limits? Thank you.