Solder isn't used much because it's extra effort on assembly. It IS used in a few locations (e.g., power door lock cross-connections, ignition junction, A/C compressor coil diode, MANY others, generally well hidden inside the harnesses).
Solder is a lead/tin alloy. It simply is not the same as a solid piece of copper.
I use it routinely on sensitive connections (e.g., stereo speaker connections) because it simply is the best electrical contact you can make. Crimp-on connectors do not and cannot make the same full-contact connection, even with an overpriced Snap-On crimper.
A decent heat-shrink will further reinforce the wire, and can completely weatherproof it.
FYI, you can buy a heat gun for around $30 from Harbor Freight. They are much hotter than a hairdryer. Though you might get the latter to work if you turn the blower to low and the heat to high (worth a try).
The downside to soldering is that it can be hard to work with that much heat under a dashboard. I would wholeheartedly recommend it on a workbench, though.
I've done the lighter trick and it works, but it's significantly more heat and can easily overheat stuff.