iris can come in forms that have rhizomes, some with bulbs and some with just fleshy roots, much like daylilies or some ornamental grasses. It just depends on the species :-)

In the past when I have purchased iris or traded, there were often fans that had virtually no noticeable rhizome, but did have healthy fleshy roots. They later developed larger rhizomes once planted. So it may just be the specific fan you received. Or like gardengal said, a variety that doesn't really have a large rhizome.