I guess from a law enforcement perspective, steroid users are probably just not perceived as the same type of a threat as other illicit substance users. None of us are likely to be robbing a liquor store or breaking into cars to feed our habit. Most of us are probably normal law abiding citizens for the most part, who are unlikely to have many run ins with the police. I have not had even so much as a traffic stop in several years now.
About the only hard data I could find by cursory search turns up this article with law enforcement references
Steroid Arrests Statistics - The Top Steroid Busts Of 2024
So this is federal we are talking about in the article, but still a whopping 184 arrests in 5 years in the entire US.
This is not to say people should not be careful and exercise appropriate discretion, but it's pretty clear that the Feds have far bigger concerns on their minds than me and my gains.