The permeability of air (≅ 1.00000037) is negligible relative to that of iron, which typically has μ of several hundreds or thousands. That is, permeability of iron is much more than that of air. Hence, magnetic lines of force prefer to pass through iron than air.
[Note : Air is paramagnetic due to the oxygen it contains. Reference for μair : B. D. Cullity and C. D. Graham (2008), Introduction to Magnetic Materials, 2nd edition, p. 16.]
