It does make you feel powerful, and almost invincible. It increases aggression and drive. And it increases muscle strength faster than tendon strength.
That would be the only reasons for it making you more likely to get injured. Also Winstrol is known to make your tendons grow too fast and makes them brittle and apt to tear.
AAS can also help you in some ways. High testosterone and estrogen together make for really good recovery from injuries. So the daily trauma of normal lifting is recovered from better and that would make injuries less likely on cycle. Now if you use too much Estrogen Blockers and estrogen gets too low then you lose this effect (I mean really really low).
I think it boils down to this:
1) Take AAS in moderation, don't take too much and don't let your estrogen get too high or too low. Also know the drugs you are taking and the side effects.
2) Understand that tendons/ ligaments grow slower than your muscles. If you bench goes up 100 lbs in 3 months, don't increase your reps that much. Go with more reps, and higher reps of lower weight. I really suggest not doing low reps of really high weight if your strength has just increased a large amount. Give it some time and let the ligaments catch up.