Proving once again ..
That you weld metal.
Attempting to weld 'non-metal' (rust, mill scale, paint, other oxide forms, grease, oil, the neighbors cat, etc) may or may not result in 'acceptable' welds, depending on the welding process used, the base metal trying to be welded, the specific 'non-metal' in the way, and so on.
GTAW aka TIG welding 'tolerates' the least amount of non-metal in a weld of most common arc welding processes.
Mill scale is not metal.