For people who do this, it's more like changing batteries, than modifying them. You only put the batteries into the slots and attach metal wires to the ends - isn't that a lot like changing batteries already? The device which attaches the wires is simple to use: you press it against the connection, press the foot switch and it makes a little spark and now the wire is attached. If you know what you are doing, building a battery pack out of pre-fabricated cells is not scary.

Then what are they welding in the OP?

I don't see any pictures of welding happening in the OP. I do see a battery pack constructed with the usual spot-welded metal strips. The spot welder is the machine that you press against the connection, press the switch and it goes zap and you have a connection. It isn't especially dangerous, as far as I know. It uses a low-voltage high-current pulse to melt and fuse the metal only at the contact points.

Errors that may lead to a thermal runaway: Accidentally shorting a cell. Putting the cell in backwards. Putting a highly charged cell with discarded cells (or vica versa). Using a damaged cell. Any of these can happen rather easily, with potentially disastrous consequences to life and property.

Many things are dangerous. Use caution and have a backup plan (keep the area non-flammable and keep a bucket of sand nearby) and you'll be fine.

> Many things are dangerous.

That's not a rational response. Everything is dangerous. The issue is how dangerous they are.