You’re right. Removing all the welds, the car works (although the drivability result is laughable).
The weld creation occurred because, if you look at the videos, you will see that when you put the parts together, a white mark appears, indicating that there is an automatic creation of welds there.
As there is no warning in the text about this, I left the “Join Surfaces” option on, which caused the problem that you were able to solve.
Anyway, I’ll leave this topic open for the documentation to be changed, leaving this alert, ie, turn OFF the Join Surfaces option before moving the parts.