There is one pro who does that. I use O2 propane to weld frames. Gas is a lot of fun for welding since the heat can be deployed differently. For instance, you can heat the hole in the donut since one doesn't have to ground the arc to get heat. Very cool for light tube welding since that kind of welding puts more of the heat in the rod from the torch, and gas makes that easier. It is easy with gas to fill holes, as another example. Of course what is "easy" is mostly of interest to the beginer since the old hands don't make mistakes and can do it all anyway.

There is also a whole religious issue about heat within welding on whether the arc from TIG is too hot and creates porocity one doesn't get with gas welding. There does seem to be some evidence to support that, though the end position is the same: It all works in this case. I does seem to be easier to seal pressure vessels with gas welding (no personal experience).

Gas is also a different paradigm as to how it handles the whole oxydization thing. Rather than excluding oxygen you play with the flame chemistry. This is a very simple approach compared to monkeying around with purge gasses etc...

Cost wise the set-up costs of gas welding are very attractive since we all need a torch for brazing or lugs anyway. Not sure what the running costs are like, I haven't put in the hours to know how quickly I am going to rip through my bottles.

Safety wise one is playing the risks of explosions off against the risk of electrocution. As someone who works alone, I do worry a little about the straight DC of my TIG. I have never had so much as a shock, but it worries me a little, because there won't be anyone around to turn me off if I plug myself into the grid. I believe my propane is safer than acet. is with all it's creepy pressure and handling issues. In both systems one has the safety issues around compressed gas, and fire. I have started a fire with TIG, and didn't notice until stuff started to get hot or stinky.

Downside wise the look of gas welds is often not all that great. Of course, there are ways around that, but naked TIG has a very mechanical perfection in the best hands, and that is hard to get with gas, or maybe I just haven't seen the same level of gas welding. Certainly the stuff from training videos in WWII looks good enough...