About the fae and the kitsune and the centaurs, vulnerable to iron, to exorcism by virtuous government officials, to colanders which inspire them with an obsessive need to count all the holes. . . .
Random. Bad world-building, perhaps, to stick them all in the world, worse than you could generate from a random vulnerability generator. . . unless the random is in the world
There's a powerful Trickster being with a nasty streak. He offers to humans powers -- random powers, of course, being a Trickster. Perhaps he mentions drawbacks, perhaps he doesn't. But they all have drawbacks, and seeing at it's a trickster, rather random ones.
Not to mention that all these monsters are fugitive, marginal, liminal sorts of being. Just the sort of beings that would get involved in something like that.
And some, no doubt, were fool enough to return. Which is why all the -- ehem -- Good Folk fear iron, but Oberon and Puck can talk about the spirits who fear the day -- not them! Only, perhaps, the Unseelie Court were foolish enough to acquire more.
It could make sense.