Solubility of lead cyanide
Cyanide is generally better than iodide in transition metal complexes because it acts as a pi-acceptor. It has empty orbitals that overlap with the partially filled d-orbitals of the metal, lowering the energy of these electrons.

Iodide is a sigma-donor, meaning that it donates electron density to empty metallic orbitals. The effect is small compared to a pi-acceptor in a transition metal, because the major contribution to stability is the energy of d-orbital electrons.

However in Pb(II) complexes, the d-orbitals are full already, so here the sigma-bonding mechanism for stabilisation is key. As cyanide isn't as good of a donor as iodide, then iodide forms a complex whereas cyanide doesn't.