There have been a number of longitudinal studies focused on steroids in particular, and they failed to produce really meaningful evidence of steroid mortality. One study in particular looked at East German Olympic athletes, many of whom were the witting or unwitting subjects of a state-sponsored steroid program, and found that as a population, they actually lived longer than their West German Olympic counterparts, in relation to their national population. (Table 2)
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7739809/
That said, the bodybuilders may be abusing steroids to such a degree that it's causing the excess mortality.
It's a very interesting subject, I read this study about it recently:
https://link.springer.com/article/10.1007/s40279-022-01801-0
Right now the ecosystem of research drugs is large, easy to access and completely unregulated. And there is a huge incentive mechanism because you could be the one to find the next EPO and thus have a major advantage over your competitors.
Of course the problem is that the risk of issues is significantly higher because they simply aren't tested especially longitudinally.