This is also true, it's kind of a conundrum. Steroids' are both an injury risk and have preventative properties as well.
Steroids' are a blanket term, there's a lot of different types that have different benefits and adverse affects. More so if you want to throw a blanket term around like PED's.
The human body is at an increased risk of injury when one is tired. When a muscle is fatigued, other parts of the body overcompensate which can lead to imbalances and overloads that result in an acute injury. Steroids' allow for rapid healing that can prevent this. But on the other hand....as you said, they can also lead to weakening of the bones because they can decrease the amount of Vitamin D and Calcium that is absorbed into the bones.