No, at least not with conventional processes that the likes of us have access to. The result is a brittle mess
ETA mag is usually an alloy, steel is always an alloy as is stainless etc. Aluminium (ally, ali) is one of the few thats used both as a commercially pure metal and an alloy. This has been a pedantic service announcement
lol. out of intrest what process could you use to weld the two together? someone told me it was possible with a pre heat using a 5536 filler but can't see that happening after my atempt this evening
Something like friction stir welding might stand a chance if it's not already proven. Maybe spot welding which obviously has it's own limitations even if it works
The issue with any of the welding processes the likes of us have access to is brittle intermetallics... you can dissolve maybe 10% Mg in ally and visa versa but that's about it. Mag alloys are about 90% + mag (remainder Al, Si, Zn and a few others). Beyond that you get a brittle mess.
There may be some soldering or (less likely) brazing methods which obviously require specific joint geometries, other than that it's mechanical fasteners/adhesives
VERSATILE - TECHNO-WELD is effective on virtually all grades of Aluminum Alloys, including special derivatives such as MMC's, Birmabrite (Land Rover bodies), as well as Zinc and low Magnesium content Alloys.
Low magnesium content = NOT a magnesium based alloy
Durafix (same self fluxing zinc based solder goes by many different names and sold by many different shills) say Do not use durafix easyweld on magnesium. The zinc based solders have there place but are BRITTLE