A 2006 study on supplying iron to children on Pemba Island was halted after it increased deaths and hospitalizations [1]. High iron levels appear to reduce resistance to malaria [2], so supplying iron tablets to infection-susceptible populations can lead to harm.
While the article makes a strong case for the importance of fighting anemia, these sorts of nuances can make the actual implementation difficult.
For more, I recommend listening to [3], which gave a fascinating link between anemia and the evolution of bacteria.