A pound of 14 AWG Al wire is 268 ft., that's about 4 cents a foot. Price based on $12.00 / lb. from
www.parawire.com
As you surmised, the welding wire is working for you in this case because the hardness and diameter are providing enough spring tension. Since you are using CC you should notice that the peak voltage is higher with this method compared to bolting or threading for the same anodizing conditions. This higher voltage is proportional to the higher connection resistance. The voltage compliance in Neomoses' CC/CV power supply automatically corrected for this. If you weren't using CC and failed to adjust the voltage to compensate, your current density would have gone down.
You're now one step from titanium wire, which would provide more spring tension.
Neomoses has the experience to use this method successfully, beginners should stick with threading or bolting until they understand the whole anodizing process. Spring connections are not as simple as they look.