why HI isn't fully miscible with cold water when HF is?
Hydrogen iodide is not listed as miscible with water because it is a gas. Miscibility is a property generally ascribed to pairs of liquids. Hydrogen fluoride is a liquid, and so it can be described as miscible with water. HF is a weak acid, but its high solubility can be explained by the high polarity of the H-F bond and the ability of HF to be both a hydrogen bond donor and accepter.

Hydrogen iodide is a gas at room temperature. It's boiling point is $-35\ ^\circ\text{C}$. Just because it is not miscible does not mean that it is not highly soluble. The solubility of HI in water is 245 g per 100 mL. In other words, a saturated solution has more HI by mass than water. HI is a strong acid, and the solubility of the gas is due to the nearly complete ionization of HI. Since HI is a gas, I presume that the solubility limit occurs when the vapor pressure of HI above the solution is high enough that vaporization begins to compete with ionization.

Physical data on HI from Wikipedia