Interesting. I've been using 30 gauge soft steel wire from the hardware store for almost 50 years, 42 of those in eastern Kentucky's humidity, and have never had it rust. Black corrosion, yes, especially while we had our wood burning stove, but no rust. Once painted, it hasn't shown signs of corrosion, and the raw wire can easily be cleaned with sandpaper.
I have had music wire rust, but not once it's painted. The problem there was storing it in a damp area, combined with the wood burning stove. We had a stove pipe running up the old chimney, and when the wind was wrong, a house full of smoke wasn't unusual. It didn't help the track any, and probably didn't do our lungs any good. After 12 years, and my father's death, we got electric heat! He liked the wood fire...
I wonder if there's something in your local air? If so, you might want to get it tested, just in case it isn't good for you, either. Or, maybe, Athearn changed their paint formula, and it reacted with the steel,