i've worked as a machinist/toolmaker for 15 years, and the amount of machinists that can weld is very small. Out of the hundreds of machinists i've worked with across the country, maybe a handfull can actually weld decently. Most shops have dedicated welders, if a machinist needs something welded, he brings it to him. if a welder needs something milled, he goes and sees the machinist. it's how it works.
Out of an average shop of 30 employees, i bet an average of 2 can weld from my experiences.