You can make a really rigid frame without welding it all together, if it's done right.
Making it in mild steel by welding brackets on, bolt hole sleeves and captive nuts together with triangulation stiffeners avoids a lot of welding distorrtion.
Making allowances for adjustment & fine tuning is really important, by use slots & shims
Industrial built machines have the critical areas machined, but every machine has to have adjustment allowances built into the design.
Martin