If you unlpug the ECM, MSD, whatever, then you can be assured that it won't be damaged. Is it really that difficult that you would not consider unplugging it? If you get done welding to find out that you fried you MSD box, then you might consider if it was the worth the amount of ease that was created by not unplugging it.
I unplug the ECU(s) everytime I weld on anything (shrug).
I unplug the ECU(s) everytime I weld on anything (shrug).