I am not a welder by trade but I do weld and worked for a while in a place that had certified welders. I picked up a bit of information from them and this is my understanding of the metallurgy behind 'what people say'.
When you weld you get a heat affected zone surrounding the weld. At the weld the filler material and the parent material both are above the melting point and the temperature diminishes away from the weld. Because the weld area is small and the parent material is big the molten area gets quenched by the heat soaking away into the larger volume of cooler metal. This quenching effect varies with distance from the weld so you don't know what the state of the metal is; it will probably be somewhat hardened closer to the weld but not as hard further away. It certainly has all manner of internal stresses due to uneven cooling.
When you are going to heat treat you will be bringing all the material to the same metallurgical condition so you can use the same material for filler as the parent material. Actually you should use the same material so you have a homgeneous structure.
But if you are not heat treating having a hardenable material as the filler is not a good idea. If there are regions around the weld that vary in hardness and stength when the structure is stressed it will not respond the same way in all places. Stresses tend to concentrat in the zones between harder and softer material and this can cause stress cracks to form and ultimate failure of the joint. Often times if you look at a failed weld joint it has cracked slightly away from the weld.
The way to try and combat this situation of hardened zones around the weld is to use a filler rod that does not harden as much; generally a lower carbon steel would be used. In the weld zone this melts and mixes with the parent material so the metal in the molten zone does not harden as much when it cools. Because it is not as hard it is more ductile and when a stress is applied the greater ductility allows the stress concentrations to be relaxed a bit by plastic deformation. This does unavoidably reduce the maximum strength in the weld region but because it has lowered the concentrated stresses it can make a stronger weld overall. Certainly a weld that even without heat treatment is much less likely to cause stress cracking.
You are building suspension arms? I strongly suggest you get advice from a certified welder or consult with a heat treatment company. At the very least you need to get you welds normalized. You probably do not want them cracking.
An open mind is a virtue...so long as all the common sense has not leaked out.