I kind of did the opposite- went from working in construction and ended up doing development as part of my job.
I briefly worked for a pipeline installation company ( oil,gas,etc), where welders were making fantastic money. So a few things on health: Welding electrode design has been improving,so welders get less toxic fumes than they used to a decade ago. People working in fields with pipelines often get joint problems because of extensive time spent in poor weather. Lots of awkward positions- which is harmful long term and etc. Also high end welding isn't something quick to get into: it does require a lot of experience and few people progress enough to become really good at it.