This clarifies things; My experience is clearly pretty common.
I do, of course, look for ores and flux on embark biomes. But I think part of the problem was that I was accepting deep metals, and it seems that it's shallow metals that tend to carry iron and fuel.
In the past, I've assisted my metal 'industry' with caravan trade, buying anything that's iron or steel, buying all the wood. Usually with lavish meal pots. I do hope that in the future, food isn't made such an overpowered trading commodity.
But all that, again, runs contrary to many of the stories people tell of their own fortresses. Perhaps that's written off as glossing over, or by non-default play.
Speaking of which, I've started a new fort, where I'm tunneling down to the magma sea early. But knowing the frequency and danger of the caverns, I used DFHack to reveal all, so I could find a clear shaft down. So my suspicion is that going to the magma sea early, using default play, isn't a reliable method. It's a good way to bring in fun from the caverns early on.
So to doublecheck.... A persistent, independent metal industry is not easy to get started in default play, not unless you chop a lot of trees. Those who manage it via magma forges are actually getting lucky, or aren't playing default? If I'm wrong here, then something is still missing, because otherwise it doesn't seem to add up.