Go to the Article: The Science of Wok Hei
That's a really fun phenomenon! I'd submit that there's a little more nuance to this though: The iron layer that you're referring to is present in cast iron, for sure, but it's also present in the patina of a well-seasoned carbon steel wok as well. All else equal, the catalytic effect you're referring to depends entirely on the iron oxides contained in the patina, regardless of wok material.
So what is actually special about cast iron woks? They're rarer (my family has owned one for decades), thin, and prized for their ability to hold onto that seasoned patina due to cast iron's increased porosity relative to rolled carbon steel. That means you can really beat and scrape a well-seasoned cast iron wok without the seasoning flaking or breaking off, which is a real risk with molded, smoother carbon steel woks. I think there's a particular nostalgia and romance associated with thin cast iron woks: They're old school, more fragile, and require a little more skill and care to use and maintain. In contrast, carbon steel is more durable, and easier to mass produce.
Finally, I'd double down and argue that thermal kinetics matter even more here if we're trying to generate wok hei. Consider for a moment two woks of the same gauge thickness: one is cast iron, the other is carbon steel. The true difference lies in emissivity (their ability to radiate heat above the surface). Cast iron has higher surface emissivity than carbon steel, so it radiates heat better just above the surface, which aids in evaporation as food is tossed in the wok. More efficient evaporation means a faster path to all the reactions that make up wok hei (combustion & pyrolysis, lipid oxidation, etc.). Keep in mind: This whole discussion goes out the window if you can achieve massively high temperatures with a high-output wok burner, in which the pan material doesn't really matter anymore.
So yes, thin cast iron woks are great (and are certainly better than non-porous pyrex pans) for generating wok hei. But there's a little more to going on here.
Have you tested the catalytic effect of iron on wok hei? Iron and steel have no odor, but when skin oil (squalenes, etc) come in contact with iron, they catalytically break down into aromatic compounds. This is what you smell when you sniff a metal cup or spoon. In my own wok hei tests, iron pots create a stronger and richer aroma. Test with a pyrex pan and see.
