Why don't metals bond when touched together?

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Ganesh Ujwal
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It is my understanding that metals are a crystal lattice of ions, held together by delocalized electrons, which move freely through the lattice (and conduct electricity, heat, etc.).

If two pieces of the same metal are touched together, why don't they bond?

It seems to me the delocalized electrons would move from one metal to the other, and extend the bond, holding the two pieces together. If the electrons don't move freely from one piece to the other, why would this not happen when a current is applied (through the two pieces)?
 
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To add to Orodruin's reply, a metal has a thin oxide coating from its reaction to the air. So normally, the metals themselves don't touch. Remove it, and metals will stick together.