I think people greatly overestimate how widely known the faerie vulnerability to cold iron is these days. Sure, as gamers and mythology fans we all know these things. It can be assumed that the average practitioner in the Dresdenverse knows this or can find out with relative ease. But the typical "man on the street"? I doubt it.
If you were to go up to a random person in an office building, or on the subway, and ask them, "How do you kill a vampire?", after deciding whether you are crazy enough to warrant running or calling for help they would probably answer "a stake through the heart", or something similar. This information is common knowledge, thanks to the efforts of the White Council, Bram Stoker, and decades of vampire-related films and books. But where is this foundation of knowledge about the faerie folk?
I'd be willing to wager the same person would think of Tinkerbell when asked about faeries, and has no idea of the effects of cold iron on one. There just isn't the popular culture around the true nature of Faerie, much less how to injure or kill one. Maybe they were required to read "La Belle Dame Sans Merci" in a college literature course or something, but unless they majored in it I doubt they even remember the poem. It's just not part of our mundane world any more.
It wouldn't surprise me if Disney and similar companies weren't influenced by the Courts in order to disseminate false information, in a reversal of the Black Court Plan. Think of all the classic fairy tales that have been modified over the years to be made more tame and palatable to children. Does anyone these days remember that Cinderella's sisters had their eyes pecked out by birds after cutting off bits of their feet to make the slipper fit? Or that there was a version of Sleeping Beauty where it was not true love's kiss that awakened her, but the birth of her child (think about the implications of that for a moment, and see if you find the Prince so charming now)? While the White Council is working to combat this with the efforts of Sondheim and Bill Willingham, I'd be willing to wager the average person knows almost nothing of true faeries, let alone what to do and not do if they encounter one.
Finally, remember that the realm of Faerie is just one of many locations in the Nevernever. Just because it is likely that the monster rampaging in your general direction is vulnerable to cold iron does not guarantee it. All the more reason to do the research and confirm what you are dealing with before charging into the fray.
