Guys,
Here is an opinion, not based on any primary research. Brass does work harden rather quickly and so is a lot more difficult to cold form or swage than wrought iron. If you check out the tutorial on making wood screws, you can imagine the very high degree of cold forming to get the iron material to move out into the thread form. This process would be very difficult to impossible with brass material as the bass would surely work harden to the point of failure half way through the swage process. Really, I have never tried this, but experience in forming brass leads to this supposition.
This leaves hand filing to be the only process to make brass screws until the advent of automatic screw making machines. Anyone out there who has tried hand filing screws, especially small patchbox lid size screws, knows how dreadfully difficult and tedious this is. I think that what we see is the use of brass screws to be very unusual (perhaps even non existent) until the invention of automatic wood screw making machines in the mid 19th c. One such machine was Patent number 79 in 1836. Now, with such machines available, brass screws were probably easier to make than wrought iron screws.
Here is a question - Has anyone out there seen brass wood screws that pre date 1836?
Jim