Steroids aren't people, so they can't have ethics.
The use of steroids is ethical, to treat a myriad of medical issues. Any time you have anything that's inflamed, chances are, a doctor is going to prescribe a steroid to reduce the swelling. I've had prescriptions for them when I had mono, and a bad reaction to poison ivy.
Using steroids to make yourself bigger, stronger, and give yourself a competitive edge? I'm not an athlete, so I can't make that call.