I guess that's pretty much it. I just heard that that a meteor fragment was found to be solid iron and it just seems inexplicable that it was floating around.
The process of differentiation is how metals like iron and nickel can become separated from less dense substances. It generally occurs in large, partly solid bodies in the early solar system, whose interiors are melted either via accretion energy, radioactivity or some combination of the two. A solid iron meteor is likely a fragment of a differentiated larger body that has been disrupted by a collision.
I think what you are asking is why such a differentiation process does not occur in the primordial disc from which the solar system formed. The answer lies in turbulence and other mixing mechanisms that act against differentiation. If the mixing timescale in the disc is shorter than the differentiation timescale then the differentiation just won't occur. This is for example the same reason that stars like the Sun do not have all their heavy chemical elements at the core.