Steroids are body enhancers, the player is not using his own body power to train, he is using medications, lifting weights is not cheating because the player is using his own body strength and ability to further improve his capabilities.
Steroids just like Human Growth Hormone(HGH) are artificial growth (not in the way you see artificial, because it is not real honest growth) and ruin sports and lives alike.
Using steroids, HGH, etc. without a prescription is illegal. There are no laws against lifting weights. There is nothing wrong with weights, the ancient greeks/romans lifted weights to become stronger. They sure didnt put a needle in the butt and inject roids. so lifting weights is not cheating. In fact there is hardly any other way to bulk up naturally, than "straining" your muscles to make them grow.
People that take roids still have to lift weights to achieve any change. the roids just increase the rate of muscle growth.