Making smooth welds is all a mater of heat control. There was a TIG thread on the other frame forum a while back, and Don showed some of his welds for steel that come off the torch absolutely perfect. These are not a pretty string of pearls, they looked like a finished (post sanding) fillet braze though less built up, they looked as though they could go directly to paint.
In general it is a bad thing to sand/file welds. I don't really know why, but it is one of those injunctions one comes across in welding texts. Do nice work from the torch, or use bondo to fair in your mess. That said, bike welding is really not conventional welding. There are a number of ways in which it is quite atypical, and the usual rules about dressing the weld may not apply. Bike welding often uses a massive fillet build up over a thin wall tube junction. So it may be possible to remove some of this "excess" material. I hang out in the motorsports column, and notice that sometimes people quote back "correct" processes, and when one checks the source in some online manual, as often as not the basis is structural plate steel welding, where the material baseline is often a 1/2" plate.
A factory welded frame is not a piece of art welding. I personally just take the welds as is, though they have to be be safe. Beyond that I accept them as I would a "messy" sky with different shaped clouds.