Welding vertices - is it really necessary to export weapons?

[Operative]

So, I've always followed this tutorial, and it says that the export options should have the weld vertices marked. Obviously, it may affect the look of your models in a bad way (like making some faces simply disappear).

I didn't want to have to optimize my model to pass the weld, so I simply unmarked it and it still works.

Have to my own tests on perfomance, but can somebody explain me why the tutorial says so?

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EDIT: I mean, is there some limit on the engine part of rendering the models?

Edited February 6, 2012 by Operative