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I would say no. If the supplied clamps seal up properly (and I assume that they do) there is no need to weld them solid. If you ever wanna change up those mufflers it ends up being more work for you in the end. Thats just one welders opinion.
When I initially installed my Stingers I wished I welded them. The supplied clamps would not tighten down hard enough to keep the pipes together. I ended up getting some normal "U" shaped muffler clamps from AutoZone and installed them next to, and above the supplied clamps and haven't had any problems since. So basically I have 4 clamps to hold the Stingers on. Works like a champ.