Which expression sounds natural?
1. All are welcome to the contest.
2. All are welcome to join in the contest.
They both sound fine but they do have different meanings. The first sentence says that everyone is welcome to the contest - anyone can come but they do not have to participate in the contest. The second sentence says that anyone can become a participant in the contest. This is similar to saying, "All are welcome to the races", anyone can see the races and, "All are welcome to be a racer" - anyone can be a member of the racing group.