the forces between iron vapour particles (requires very high temperatures) are very strong.
If you compare different substances that are at the same temperature, then the average kinetic energy of the particles will be the same (i.e. if the particles have the same mass then they will move with the same speed), but the attractive forces in solids will be greater than those in liquids, which will be greater than those in gases.
Attractive forces don't get weaker when a substance moves from the solid to the liquid to the gas state, rather the kinetic energy of the particles increases (implying faster motion), allowing them to overcome the attractive forces.