Nitrogen is only a good inert gas for medium to low temperature processes. It's almost like a "fake" inert gas, because it only acts like an inert gas because it has a triple bond in its structure which is very hard to break, so it will not react in lower temperatures.
At around 1500C it will react with the air to form oxides of nitrogen, meaning it is no longer inert. Welding processes can create temperatures into several thousands of degrees. Argon on the other hand is a noble gas, having a full valence shell and is a true "inert gas" and will not react at any temperature.