You attract purges by your actions, EACH of your fort/bases/outposts/ even bridges may targeted when a purge event occurs.
In the volcano purges may be hard, but also rewarding in terms of t4 rare purge thrall to caputre.
About obsidian weaponry: they do not require to be forged or repaired at volcanic forge. You need the volcanic forge to craft composite obsidian, but with it (and the recipe you find in the hall of the boss of the Well of Skelos) you can craft/repair your obsidian weaponry by yourself at your home.
Building stairs is the only way to access Well of Skelos, there are at least 2 easy path to follow to do that, but in theory much more.
The problem volcano-thralls is the AI is bugged, so thralls are anyway unable to follow you on the stairs and sometimes they teleport “near” of you… but in the lava 
The owner of the stairs could use a little (annoying becaus it requires a lot of time) trick to have his follower safely reach Well of Skelos: instead of being followed, he can place the thrall on guard and, step by step placing it on guard through all the stairs until last step in front of the well, than be followed as usual.
Keep in mind inside of the dugeon (EDIT: see the end where I answer your last question) there are anyway jumps you have to do and a thrall do not, following you in straight line into the lava 
By luck (or by design 
) the forge is in front of the well entrance, so at least you can use a thrall until the forge, but don’t try to use it to complete the dungeon if you mind it stay alive
Being such stairs needed to access well of skelos you’ll find probably stairs on all servers. Unsure how PvP players may fight for them or just ignore who’s the owner, on PvE and PvE-Conflict the worst you can find is someone built it but closed the access, not a common situation anyway because blocking other players from using your stairs could require a LOT more resources… to deny what ? Composite obsidian ?
The truth is weapons in composite obsidian are good but not the best and people could obtain composite obsidian by dismantling weapons/tools dropped by votaries of skelos npc.
Tools in composite obsidian are the best… but often players choose to use little less efficient tools but made in easy farmable materials instead of going to the volcanic forge.
So usually peoples do open stairs.
I can report you my personal experience (PvE-Conflict) where you can find three types of players: trolls doing blocks, people building all this kind of infrastructures free for all, and peoples who blame the firsts and thanks the seconds but they do not actively do something against the firsts and to help the seconds.
If you mind doing diplomacy, making online friends and allied be a people of the second type. We did and I enjoy being one of them.
Today should be released the new patch wich will modify some attribute mechanics, this could change most used character builds.
Usually anyway my build is this: 31 Str 10 Agi 31 Vit 30 Grit 19 Enc.
I use most of the time an armour giving me +9 Vit (epic flawless aquilonian infantry from DLC ), but the build is flexible to change armor and obtain perks in Strenght or encoumbrance.
You can anyway change build for particular situations/dungeons/boss fights with the potions, so this is just my “normal” build.
There is a topic about best weapons, this are my choices:
Finally: it’s impossible to build inside a dungeon.
Keep in mind the inside of well of skelos is a dungeon, but the volcano itself is not.
99,9% You gain access to volcano through a cavern, but it’s not necessary, there is at least one “open” path and you can also build one passing on the mountains, because it is not a dungeon.
So you can build outside of Weel of Skelos, not inside it, nor in any other dungeons.