Nitrogen is cheap. It is an accepted purge gas for brazing copper refrigerant tube, but I have not heard if using it as a purge for arc welding stainless pipe.
Nitrogen at high temperatures can harden at least some steel alloys, and can cause nitrogen embrittlement, but I don't know the details.
Nitriding, a case hardening process is an example of this.
There is a family of stainless steels [Aqumet 22 and Nitronic 50 as examples] that are strengthened by additions of nitrogen, in a similar fasion to how others [and steel] are strengthened by additions of carbon. The nitrogen does not combine with chrome like carbon does, so it does not affect corosion resistance.