As others have mentioned, steroids are frequently used to treat inflammation. Steroids' impact on whether a person lives or dies because of COVID is usually minimal.
Unfortunately, this has led to a shortage of some steroids, including hydrocortisone. There are people with unrelated medical conditions, like a member of my family, that take it as a replacement for cortisol in order to stay alive.
We have had a pretty rough time finding a place that can actually fill the prescription lately.