Steroid risks are maybe a bit murkier than the risks of jumping off of things, so it's possible there are more people with inaccurate perceptions of the risks, which might explain your perception of that group.
I don't know that many people in the steroid-abusing demographics (it was less of a thing in my age demographic than it is with the youth of today), but I am aware that it's dangerous.
Because you can’t plausibly do a long-term blinded trial where you take a healthy population and dope them up. The in vitro data is enough to make any institutional review board blanch.
So you have to rely on self-reported usage. Which is incredibly unreliable, and full of confounds. (My bias, my fairly well-informed bias, is that nobody is just doing steroids. There is always another drug or high-risk activity.)
So yeah. Steroids are dangerous. Do we know exactly how bad, especially in comparison to other drugs of abuse? Not as far as I can tell. But bad enough that you should absolutely be wary of steroids. (Also there’s gradations of dangerous. You stay away from trenbolone.)
Especially since at least one of them was at this early super-spreader event:
https://www.miamiherald.com/news/coronavirus/article24194165...