This isn't uncommon, especially with older irons. They aren't tapped per se, the manufacturer just had grooves cut on the inside of the hosel to give the epoxy something extra to grip on.
Breaking the epoxy can be a little difficult with older clubs, so you may want to invest in a shaft puller from GolfWorks to make things easier. A shaft puller is invaluable if you're pulling graphite shafts, too. You don't want to overheat the hosel and risk damaging the graphite.
https://www.golfworks.com/value-shaft-extractor/p/gw1112/
Best of luck!!!