The biggest reason why normal metals won't bond like that is surface finish. Typical metal surfaces on a microscale will look like a set of valleys and mountains.
Even a fairly polished surface is exceedingly rough on a microscopic scale. Hence the real metal-to-metal contact happens at very few points, and that is insufficient for bonding. Of course, any sort of surface oxide or dirt makes this worse.
Surprisingly, there are certain non-everyday situations when what you say actually happens. One situation is "gauge blocks".
http://en.wikipedia.org/wiki/Gauge_block#WringingLay your hand on a set if you know a machine shop. Once put together these blocks bond so well that it is pretty hard to separate them. You've to try it to believe it.
Apparently if you forget to separate them after you are done, in a few months they will bond so well that it is
impossible to separate them without damage.
So yes, you can make two lattices bond through adhesion alone; but it isn't easy.