true, conventional welding or sintering would be a bad idea. but you can connect them together with brazing, laser-welding, explosive welding, ultrasonic welding, self-propagating high-temperature synthesis of an intermetallic like nickel aluminide, electrodeposition, lashing, or globs of glue

Doesn't annealing take hours, particularly at the lower range of temperatures? Perhaps the additive process can keep the metal hot for a much shorter time. Granted, this also means stresses from the manufacturing process will not be removed.

Most forms of metal AM require melting, which gives solidification microstructures. There are solid state (no melting) forms of metal AM though. Look up AFSD. MELD just got a billon dollar contract from the air force for it.