yup you need protection.
i solder 18650s all the time, but i wont make error, the action either goes FAST and occurs with little heat going internal or i stop. you should not in any way be heating the cell item itself.
here are some battery soldering tips, its not like welding is without heat.
Sand the tops and bottoms to make a very clean tinnable surface, you dont want to be stuffed waiting for "flux" to clean the metal have it clean already. use 320-1000 grit aluminum oxide type sandpaper , or a green scouring pad will do the same basic thing. (no not washing, just cleaning off the oxides)
dont use a 15W or a 25W soldering gun, its to slow, a 25 will work, but i find the 40W setting or a temperature adjustable soldering is faster, you want a one shot quick speed occurance, if your not getting it fast, then stop, wait till it cools. cleaning the metal makes it much faster.
tin the tops and bottoms of the cell (just a small point), it should be taking 2-3 SECONDS to get a quick connected flow on a clean metal surface, dont put the wire or tab on then, wait till everything cools back down again. if your taking longer than 2-3 seconds , practice somewhere else
or fix something so it does.
clean the tab or wire your going to use to connect, just like the battery, pulling the copper wire through hand gripped sandpaper 3 times will wisk off all the oxides and make it very fast to accept solder, you can tin the wire or tabs too, as needed.
then go through placing the wire or tab on the solder, heating the wire into the connected blob, another 2-3 seconds Max.
if your going to interconnect cells like tabs, use some copper wire , get a quick slap on of the wire, then fold the cell and wala you have a stacked cell, without a welder or a tab, tabs arent usually copper anyways :-(. i would not attempt to solder a cells top to another cells bottom, just put a tab or wire there, and fold it over.
the safety issue is heating the internals of the cell or the can or the PCT on the top or the anode connect, speed is very important to insuring that the heat doesnt go (much) past the solder point location. solder point locations are best in the CENTER of the cells connection, which puts the heat furthest from reaching critical contents. if you damage the critical components at the top of the cell, you might ruin the cell, even if it seems to work at first.
with protected cells you run a good risk of desoldering things off the protection, if i was going to be making the pack, i would probably want pack protection soldered on after making the pack, use some nice copper wire to add in a 2 cell protection, also i could use LG raw cells, and high power protection.
Disclaimer, See fallingwater disclaimer above, beware firey demons from hell, they attack SLOW solderers