You should definitely not be using large grain salt in baking for this reason, unless it is to decorate a finished product.
Iodine deficiencies were and are very, very real. They're also on the rise due to food deserts and rising poverty. Iodised salt largely eliminated iodine deficiencies so people with poor knowledge of the history think they just went away. Most processed food does not contained iodised salt, so table salt is an essential source or iodine for a great many people around the world.
Idosing salt was and is one of the greatest public health success stories of the 20th century, do not talk about it like some conspiracy by government.