My fear about steroids is that, intuitively, I'd expect to hear far more success stories than failure stories. How many men, comparatively, are stepping forward and saying ("Yea my kidneys are shot and my liver is failing in exchange for a six-pack over a few summers.") -- I'd assume the damage happens, whether it be user error or just too much stress combined with a genetic weakness. But it certainly makes it hard to do a cost-benefit analysis when, really, all we have is "faster route to abs" versus "non-zero risk of irrevocable organ/endocrine system damage". Scientists aren't allowed to run controlled tests on humans for this. So, essentially, all evidence is from men who I'd assume are going to be biased against being honest when things didn't work out.
We know: pharmaceuticals absolutely help you lose body fat and preserve/gain lean body mass. We know: the same pharma damages some men. Hand-waving everyone who irrevocably fucked themselves over as "doing it wrong" seems like a very very bold stance to take, given the parameters of the wager (lifelong suffering vs nice abs).