There are few times ever where you'd want to dig the iron. It's just too danged easy to discriminate out, so why would you want to dig it? The exceptions would be, as Dwight says, if you're in a type of relicky environment, where some iron objects are actually desirable (gun barrels, projectiles, etc...). But even then, you might pass up smaller individual nails
Another possible location for being willing to dig all the iron, is if you're in a good area, with more potential for oldies that might be masked by iron. Like, I've been in old-town sidewalk tearouts where .... if I'm hearing a lot of iron that might mask old coins underneath them, I'll go ahead and work out the bigger concentrations of iron, until I'm confident that nothing is hiding. But no, I'm not that much of a "hero" in other locations. There are some machines, afterall, that already do a good job of seeing through a nail or two as it is, so I would only strip-mine, to alleviate masking, if it was some sort of special location, and time allows, etc...
A final possible reason why some people dig iron, is they simply don't have a choice. Like some nugget hunters, in order to get their insane sensitivity and depth, have to forgo disc. (at least any disc. beyond the first few inches), in order not to loose depth. Same for beach pulse guys: In order to get the great depth and sensitivity to tinsel thin chains, they put up with digging some nails, for-going disc, etc...
Best the luck to you and welcome to T-Net! 
