I thought most of the stuff welding suppliers have is compressed gasses. Welding supply houses as a source for liquid nitrogen is news to me. I will have to check this out for curiosity sake. By the way, since liquid nitrogen can be very dangerous, I bet it is still hard to convince them to sell it to you.
It's actually cheaper and easier for the gas companies to supply liquid nitrogen than compressed nitrogen. When welding, you often need to have completely oxygen free atmospheres to avoid instant corrosion of the metal. By using liquid nitrogen, you can create a heavy blanket of nitrogen gas over your metal surface and prevent any oxidation from occuring as you weld. N2 is by far much cheaper than argon is, or any other "blanket gas". In addition, it's easier to keep nitrogen in a liquid form than it is to compress it safely into gas cylinders. The welding supply companies can keep a large tank of liquid nitrogen around and provide a lot more gas to the customers than they can if they just bought hundreds of compressed cylinders of it.
As for convincing them to sell it to you, you really don't have to. You can't make a bomb out of liquid nitrogen, it's not going to oxidize everything and start a fire, you can't really use it to make drugs, so the only real use for it is to freeze things. The only thing the gas companies have to be assured of is that the container you're bringing it home in won't rupture and break due to poor design causing you to be suffocated by the N2(l). This is why they will ONLY sell it to you if you have a legitmate transport dewar.