I'm not sure about the league itself being the one's testing... I'm pretty sure that when they fight in Vegas they get tested by the state. The Vegas athletic commission is pretty strict about it. They caught one of the UFC guys juicing.
Roids don't really matter that much, fighters getting jacked with PCP before fights... that's nasty. I'd much rather fight a guy larger than me on roids than a guy smaller than me on PCP.