In our practice (railway vehicle engineering),
We model the structure without the welds, assuming they will be effective in transmitting the loads.
We later verify the validity of that assumption by extracting from the FEA the nodal forces at weld locations, and then we use hand calculations with code specified weld strengths.
Clearly, for full pen welds, this approach is unnecassary because if the parent metal is not overstressed, neither is the weld, but for fillet welds, esp. intermittent ones, this is a crucial step in the structural analysis/design.
I also agree with crisb's comment as it is a common error with junior/inexperienced FE analysts.
tg