Because they make you (1) over-confident, with a sense of invincibility and (2) hyper-aggressive.
See what I mean?
But this is probably a good time to underline the following:
[oh, and here's the breaking Caps/roids/investigation story, in case you need it]
Putting that crap in your body
will destroy you in the long-term and [*see below] will earn my immediate and irrevocable disgust, effective whenever the secret gets out, which (by the way) it always does. I will cross you off every list I ever made, except the "write GM to have you traded" list. I just got done explaining Manny Ramirez to my son, and I do not want to have to go through that with hockey, and especially not with you, hypothetical Kings player. I know that all players are under incredible pressure to perform and this is in no small part encouraged by the fans and the media, who demand winners. It's not a good enough reason. You will be brain damaged and humiliated in your 40s, and everything you ever achieved will be tainted.
And I would hope any GM who demands character from his players would dump you at the curb. Probably this is wishful thinking. But then I would have just sent Manny to the minors, or waived him, or kept him on the bench, or whatever it is they do in baseball.
And wouldn't it be hilarious (and by hilarious I mean tragic and horrible) if the bigger/stronger/faster defense re head-shots (it's just part of the game, etc.) were to cross-pollonate with a juicing scandal? Seriously, if a player deemed to be reckless or dangerous on the ice turned out to be juiced, what the **** would Colin Campbell's interim successor do with that?
*In interests of fairness (and after being prompted by comments), I am compelled to point out that there are many types of steroids with varying kinds and degrees of side-effects, including the possibility that they might not be harmful long-term at all. So when I originally wrote "will destroy you in the long-term," I should have said: is associated with pituitary tumors, depression, delusions, paranoia, high blood pressure, heart disease, stroke, colon and prostate cancers, liver disease, urinary tract disease, freakishly large feet and hands, protruding forehead and jaw (the so-called Cromagnon effect), carpel tunnel syndrome and tits.