With all due respect, welding something such as a valve protector tube ON TO a rim as opposed to WELDING A RIM itself is a totally different thing. Done correctly and with some thought about where the high-stress areas of the rim are, I don't see a problem in doing what you are talking about.
I guess we all need to get into perspective than when tireman & myself talk about "rims" we're talking about something like 45, 51, & 57 inch diameter rims maybe up to 44" wide that could easily weigh up to 3000 pounds each. With a tyre installed you're looking at an assembly that could weigh up to 12,000 pounds. That size of rim you do not want to be welding on, believe me. And by the way they usually already have protectors for the valve stems welded on them by the manufacturer, and a 1/2 or 3/4" pipe thread screwed plug 180 degrees opposite to the valve location for ballast filling, at least on the loader/dozer wheel rims anyway.
From past experience having grown up in a farming community IMO when it comes to modifications (usually done in the name of trying to save a buck or two, they historically have short arms & deep pockets) farmers seem to think they are immune from all the normal laws of physics, cause & effect, etc, that apply to the rest of us mortals. Most of them I wouldn't trust as far as I could throw them .......