Yes, with any metal, but more pronounced with sheet metal, heating and metal shrinkage is something you have to work with as you fit pieces. It takes practice and skill to pull it off. I can't say I'm that good at it, but those that do autobody sure need to be. Generally you have two pieces that have a thin pie gap that closes up as the two parts are tacked together. There are different techniques to control shrinkage during welding. Some take shrinkage into account when making the parts, others go for the death by a million tacks and try to hold everything in place before welding. Skip stitch and or back step welding can help, too. Careful shrinking and stretching after the weld can take care of minor distortions. You can find all kinda of hot rod pros on YouTube that do crazy sheet metal manipulations, and all without any body filler!