Medically they do say steroids lower your immune system. I found this out the hard way. A little over a month after I left my stay at the hospital I tried a cycle to get back some of my lost strength. I got shingles. I researched hard on the shingles things on the web before I went to doctor to see if it was what it was. And that shit hurts like hell.
Well, they claimed on several sites that roids would lower the immune system, which would cause the shingles to occur. I read this in several places and also asked my doctor. From what I read and was told the answer is yes.
I know the medical profession will try and steer you away from anabolic use, and their arguments make sense to a sane man. Fortunately I am not sane. They usually have fact to back up their advise.