In theory it is possible to weld frames in a jig and not need to cold set them. But you can't have just any kind of jig. If your welding is out of whack, the jig won't hold it in check, and even if it did it would pop out on you when you took it out of the jig. Anyway, less distortion is still better than more, setting is a way of getting key parts aligned, while drawing other parts out of alignment.

My welding is not good enough to put this theory to a test. But others like Don Ferris seem to be up to it.