There is no welcome room. The Lounge is the primary chat room. To create a welcome room would be, essentially, to have an empty room for the most part. The purpose, i believe, of sending everyone to one room initially is to integrate new people in with the regulars. The problem comes in, not the set up of the rooms, but the people themselves. The Chats are notorious for being unfriendly, which is sad to say. I'm a user of over two years and still often am ignored in there. A room strictly for new users could cause a person to go into an empty room. Sometimes we get groups of new users at once. And sometimes we get one randomly. If you were one of those random individuals there would be no one to talk with.
Also, if there are trolls (people who join the site with the sole purpose of causing trouble) new users would not know how to handle them, and this may also deter people from staying on the site. And the Mods/Admins are volunteers, so there would be no way to leave someone in the rooms at all times to greet new people. Though in the end, you still have to go into the main rooms to deal with the people either way.
All this being said, none of this is in my control. I am just a user showing possible reasons why this idea may not be workable. But who knows, perhaps the site owner has plans of his own for something similar or find some validity in the idea. Just giving my two cents based off my best understanding of how the site works.