Iroh decided to live in the spirit world before his death, so Zuko would have to go to the spirit world. If Iroh went to the physical world I don't think he would be able to go to the spirit world again becasue his physical body is dead.
Iroh left his body as a spirit in the spirit world. Since Korra opened the spirit portals, Irohs spirit can freely walk between the physical and spirit worlds.
That's true, Thinklogic.
And who knows? Maybe they met.
Zuko was close to both Irohs, it seems.