I haven't actually done a test to confirm this, but my suspicion is that a stitch welded plate on top of thinner sheet metal is stronger and more resistant to punch-through than a continuously welded seam. When you weld you change the metallurgy and likely also affect the thickness of the sheet metal immediately adjacent to the weld for the thin sheet and I suspect that the stitch welds result in a lower residual stress concentration around the welded areas. Anyway, needs a well documented test to prove.
When welding a thicker plate to thinner sheet metal you need to build up heat (by lingering with the torch, using a slower feed speed in a Mig) in the thicker material to ensure penetration in that piece, and then "draw" the arc & the heat onto the thinner sheet to actually make the weld. With practice avoiding blowouts is not too hard once you have fine-tuned the voltage & feed speed. It is not too hard when you are welding the edge of the thick material on top of the thinner sheet. The opposite situation is harder but fundamentally the technique is the same.
When welding a thicker plate to thinner sheet metal you need to build up heat (by lingering with the torch, using a slower feed speed in a Mig) in the thicker material to ensure penetration in that piece, and then "draw" the arc & the heat onto the thinner sheet to actually make the weld. With practice avoiding blowouts is not too hard once you have fine-tuned the voltage & feed speed. It is not too hard when you are welding the edge of the thick material on top of the thinner sheet. The opposite situation is harder but fundamentally the technique is the same.