There is some research which may back up this pattern of being more likely to concieve one sex over the other whilst on steroids. sex determination comes from the male gamete in terms of either an X or Y chromosome. There does seem to be a link between the dissociation of the XY chromosome bivalent (which will ultimatly determine the proportion of sperm with an X chromosome or Y chromosome), and the efficiency of sperm production (which can be lowered during steroid use).
A possibly relevant abstract from a pubmed journal:
X-Y chromosome dissociation in mouse strains differing in efficiency of spermatogenesis: elevated frequency of univalents in pubertal males.
Krzanowska H.
Department of Genetics and Evolution, Institute of Zoology, Jagiellonian University, Krakow, Poland.
Dissociation of the X-Y chromosome bivalent in diakinesis-metaphase I spermatocytes of adult mice was significantly more frequent in the CBA strain (29%) than in C57, KP, or KE strains (7-11%). Autosome dissociation (1-5%) involved only the smallest chromosome pairs. Elevated frequency of X-Y dissociation in the CBA strain correlates with SIGNIFICANTLY LOWER TESTES WEIGHT AND LOWER YEILD OF SPERMATOGENESIS, which suggests that sex bivalent dissociation may be responsible for some loss of spermatogenic cells. However, sperm quality is not affected, the percentage of normal spermatozoa and their fertilizing capacity being higher in CBA than in the remaining strains. Two congenic strains, KE and KE.CBA (the latter with the Y chromosome introduced from CBA), had the same level of X-Y dissociation, suggesting that the Y chromosome plays no role in the determination of this character. In comparison with adult males, pubertal (27-29 day-old) males had twice as high a frequency of X-Y dissociation in KE and KP strains, and combined frequencies of dissociated sex and autosome bivalents were significantly higher in pubertal males of all tested strains. Although the level of chromosome dissociation is not sufficient to explain increased mortality of germ cells observed in pubertal males, it could be one of the contributing factors.
PMID: 2777172 [PubMed - indexed for MEDLINE]
Although this wasnt a directly relevant study it does seem to show a relationship between the efficiency of sperm production (spermatogenesis) and the dissociation of the XY choromosome bivalent.