Keep in mind that carbon steels have a high temperature austenite (FCC) structure, and a low temperature ferrite (BCC) phase. Steels exibit a phase transition between 900 and 700C. In the fusion zone (FZ) orginally, columnar austenite grains are formed, but upon cooling relatively equi-axed ferrite crystal form within the original austenite grains, At that point the steel if fully solidified and there is no longer a strong temperature gradient, at least on the scale of the individual metal grains.
In the heat affected zone the base metal is heated above the transition temperature, but not above the melting point,so the HAZ is transformed into austenite and then reverts back into ferrite.
Columnar grain structure does occurs in metals that do not exhibit a clear phase transition. For example the so-called austenitic stainless steels. This is one major reason why, although Austentitic SS tend to be significantly more ductile and have much better elongation, paradoxically they are much more prone to weld cracking. Another reason is SS has higher thermal expansion modulus leading to greater thermal stresses.
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