The space is left so that as the metal heats and cools during normal daily and seasonal temperature changes, they can expand or contract normally as all materials do. Welding them together would cause stress as they expand or contract away from the temperature at which they were welded at. Sooner or later, something would give - whether it be the metal, or the weld.
the metals bulge out when spaces are not left and this can lead to destruction of railway lines and accidents. in short, this is due to thermal expansitivity in metals. the thermostat can be used as a clears example. it bends due to thermal expansitivity. this puts off and on the equipment being used (pressing iron, refrigerator, etc.) automatically.
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