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