All the BB deaths I've ever seen analysed were due to diuretic abuse. When the blood gets too thick to pump, that's it. Plus, you can get heart rythm disturbance if you lose too much potasium, so maybe the combination of the two would kill someone.
I think one guy died from injecting in an artery, though personally I doubt even something that stupid would kill someone. If you get a pin in an artery, you will know it.
I suspect most deaths were accidents, plus the diuretic abuse as above. I've never heard of a documented case of death from steroids.
By the way, has anyone ever actually experienced "roid rage"? Not me.