Particular steroids will increase aggression, most people avoid those ones. But they won't turn you from a normal person into a complete raging psychopath, if you tried them you would see how completely ridiculous that is. With most steroids you won't notice any increase in aggression. The reason studies show a CORRELATION, is because violent, aggressive, unhinged people are more likely to take steroids. It's really that simple.

Do you drink alcohol? Because there is a FAR greater direct connection between alcohol and violence. Maybe sit on that for a bit.

The reason we have the phrase "roid rage" is sensationalist journalism. If someone commits a crime and they happen to take steroids it's automatically labelled as "roid rage". Think about this.

If you were experienced with steroids or knew many steroid users you would absolutely not hold this opinion, I guarantee it.

Regardless of this particular situation, many figures of speech don't have an actual basis in science. I wouldn't take this as gospel.