I just clamp angle iron in a single vise for pieces up to 6" wide in gauge that thin. For wider stuff you can inset a piece of theavy angle iron into your bench edge, with tapped holes, and add a second piece with slots and bolts at convenient spacing as the clamping face.
I do understand, though, if you have invested in a cnc laser capable of cutting metal, you want to get use out of it, so why not? It won't save time, and you'll still need something to keep the bent legs flat, like any of the angle iron or vise suggestions. I don't think it will affect the bend radius which will be determined by the uncut dashes.
I do believe it will weaken your piece, but in model engineering, strength may not matter -- up to you. Well, you say you will weld (or solder) after, so that would not necessarily apply. I would think a groove would be better than dashes for bending through, but maybe that can't be done on your CNC laser. Simplest fastest and strongest would be an unwelded bend as Norman said.
If you are making kits for sale/production, I can see the reason for trying this to make it easier to bend by users wihthout shop equipment, and also pre-marking the cut all in one CNC operation.
Anyway, yes you can do it, no it wouldn't be more efficient for a one off, and would be weaker unless soldered or welded, but perhaps there are other reasons to do it that you have -- including fun with lasers.