They may have used galvanized or iron pipe fittings to hold the tub spout on. If so, you will get rust from them, even the galvanized, since the coating is often damaged during installation and transport. It would be rare to have galvanized supply pipes in something built in 1986. Iron fittings are cheaper than copper or brass. If you are lucky, you could remove the tub spout, and see if the nipple is iron and replace it with a brass one and probably solve the problem (unless there is more back in the wall). Spouts generally are either push on or screw on. If it is a push on, there will be a set screw underneath. If it is screwed on, there won't be a set screw. If it is a push on, the pipe is probably copper, as the o-rings won't seal well to galvanized (it's too rough).
This is more of an annoyance than a serious problem, but is typical of either ignorant or cheap construction practices.