Bolted hydraulic cylinders is an American thing. Here in Europe they dont make them that way at all, and the odd one to be seen here, is the same Chinese stuff that you guys get retailed by Harbour Freight.
You can allways unscrew the caps of welded cylinders because they arent fully welded: only the end cap is welded on, the front part (from which the piston sticks out) is screwed into the tube.
Off course it depends on how its built, but as a rule of thumb i think cylinders with welded or screwed caps are more sturdy than those that hang together with some threaded rods: Especially on long rods, they need a lot of pre-tension because the full length can stretch out, and lead to leakage if stretched further than the seals can make up for.
It might be cheaper to manufacture, because the DOM tube only has to be chopped to length and deburred, not requiring the extra welding and thread machining, which are extra steps in the manufacturing process.
In high end applications, i dont think you'll see any cylinders held together with threaded rods.