If you plan to run your own small business sometime, I think it would be a very good idea. Lots of projects require "a little bit" of welding as part of the path towards the end product.
Welding might also be more profitable as a source of employment, should you need to switch sometime. I kind of doubt that many shops out there will have machinists and welders trading places, though. It seems like a definite fork in the road, once you take one path, or the other.
Heck, if you get to like welding more than machining, there's nothing wrong with that, though.