Of course you still get sore while on... You're not invincible, you just recover faster, not instantly. I actually have a more intense soreness while on, it just goes away faster.
That is because your lifting heavier weights that you muscles are not use to, therefore you destroy (for lack of a better word) them more then when your not on.
ditto. although i have noticed while i was chemically enhanced that my DOMS subsided within 48 hours, as opposed to 96 while off; this is strange because intensity stay the same, just more poundages while on.