I found a theory about this, which at first seems far-fetched, but, if it's true, would make this one of the most interesting lines in the whole of the Mistborn trilogy.
Firstly, here's a tidbit which doesn't answer your question but is definitely true. Slowswift is intended to be a character based on Tolkien - a little nod from Brandon Sanderson to the master of fantasy. Sanderson said this himself in his annotations to The Hero of Ages chapter 27:
In a similarly amusing cameo (I must have been in a cameo mood) we have Slowswift—who is based on Grandpa Tolkien. (See this picture.) The name itself comes from his love of wordplay and of names that are inherently self-contradictory.
I’m no Tolkien scholar—I don’t know the man’s personality or how he would have reacted to this situation. I’m just a layman and a fan—who for some reason felt like sticking in a tiny side character in imitation of the master. We authors do strange things like that occasionally.
In the same chapter, immediately after her meeting with Slowswift, Vin was supposed to meet another informant named Hoid. But she didn't: she had a bad feeling about the meeting, and left before seeing the man, based on trust of her instincts.
Now let's venture outside the original Mistborn trilogy. Hoid is a recurring character in the Cosmere, the multiverse which connects together almost all of Brandon Sanderson's fantasy worlds and stories. He's a lot more than just a one-off non-character in The Hero of Ages, although his true nature is not yet understood even from all of the Cosmere works published so far (2020); his backstory will be revealed in the as-yet-unwritten Dragonsteel series. In the companion novella Mistborn: Secret History, it turns out that the spirit of Kelsier was the one who warned Vin away from Hoid.
So what about Slowswift's irony? Well, if we allow for a little fourth-wall breaking, Vin's preferring realistic stories over fantastical ones is a little ironic since she herself is a character in a fantasy story, and this irony is something she'll never understand. The only outstanding question is how Slowswift could understand it - isn't he also a character in a fantasy story? The theory I found is that Slowswift is Hoid and that Hoid (a mysterious travelling storyteller common to all the Cosmere worlds) is Brandon Sanderson himself.
That's some serious fourth-wall breaking, of course. But the above explanation for the "irony" would still work even if we don't directly identify Slowswift with Hoid with Sanderson. Since Slowswift is definitely intended to be a representation of Tolkien, we could understand his sentence as that of a fantasy author speaking to a fantasy character - still somewhat fourth-wall-breaking but less so than inserting Sanderson explicitly into the story.
I'm not claiming this as the answer. But it's one interpretation, which seems consistent with the Mistborn trilogy, Sanderson's external commentary, and the Cosmere as we know it so far. Take it or leave it.
