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Adding cold water to a aluminum pan can be harmful.
Is this same with iron pan too?
How can it be explained?

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You also could harm an iron pan, yes, but the chances to do so are much smaller.

If you add cold water to a hot pan, the temperature in the metal drops locally (where the water touches the metal) and since metal extend with heat, cooling them down contracts them.

So, the region that is cooled down by the cold water is contracted, which results in internal force, that can become very important and even damage the structure of the object.

How important these forces are depends upon how much the metal tends to expand/contract with the change of its temperature. This property of metal can be characterized by the thermal expansion coefficients. If you compare the ones for aluminium and iron, you see that aluminium reacts more with the change of temperature, leading to higher internal forces and therefore to a higher probability of damaging its form.

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