It's not a dumb question. The short answer is yes, there would be enough to warrant investigation, but "talk" is pretty weak evidence. You can "talk" about killing somebody but if there's no evidence of a crime, it's essentially un-prosecutable.
Also, the police don't investigate crimes. They're more enforcement and protection. The F.B.I does investigation and if they want to do a bust, it's going to be against those who are committing the biggest felony. In other words, would they invest in breaking in the door of some guy who had some gear for personal use that would result in a misdomeanor or would it be more worth their time busting some source that was trafficing and pulling in a few mill a year on which they're paying no taxes? THAT is who has to worry, and yes, it's amazing more of them don't get caught.
But again, it isn't a huge threat. Most steroid busts are for "show." It looks good. And as was witnessed a couple of years back , it can happen. And it will again.