Actually, the problem here, is the usage of the word inert.
When one refers to an "inert gas", it is usually understood as one of the monoatomic gases from the rightmost column of the periodic table (He, Ne, Ar, Kr, Xe, Rn), as these molecules are the least likely of any, to react chemically with anything else. Chemistry itself, is the study of the interactions of the electron shells of atoms, and the periodic table is grouped with all of the atoms in a column, having a similar valence shell (that's the outside, which is most of course, most involved in interactions) electron configuration. The "inert gases", all fall into a column, with a valence shell that is full (neither in need of, or having an excess of electrons), and so those atoms are very "reluctant" to react with anything.
The word "inert", in the relative sense, refers to something that will not react with its surroundings.
So, atomic Nitrogen is not inert, as it reacts with itself to form the diatomic Nitrogen molecule (in contrast to the "inert gases", whose molecules are monoatomic).
N2 (and CO2), in the air (at room temperature) is relatively inert, in that it will not react with metals (unlike O2).
In the extreme heat of the welding arc, some things that appear inert at room temperature, are no longer so inert. The heat of the arc can be so intense, as to break up those molecules into their constituent atoms, which are free to react with things other than themselves now. N2, in fact, will break up at lower temperatures (such as in an oxy-fuel flame), where it will react with oxygen, to form nitric and nitrous oxide (among other things).
I am pretty sure nitrides will form on steel at 900 deg F in a nitrogen atmosphere, pretty much lower than electric arc or even torch flame temps.
So to PipeIt's statment I would add that nitrogen is used [when brazing copper lines] because it is the cheapest & most readily available gas for the purpose.