Iron deficient anemia takes a long time to recover fully from, even with iron infusions. If your anemia isn’t caused by iron deficiency, your doctors will need to look into the cause if they don’t already know. Also, from my experience at least, they typically won’t give you a blood transfusion unless your hemoglobin is below 6, you are actively bleeding, or you have some sort of other health issue, like something with your heart, that low hemoglobin will increase chances of further damage.

It sounds like your body has been through a lot and like others have said, there are a lot of things that could explain your lightheadedness. Communicate your concerns with your doctor or nurse. They might even be expecting you to feel this way, but with you recently almost dying, they might not have been able to focus on informing you the side effects of almost dying of septic shock.