As it was said above, the reasons for steroid side-effects are many. First and most obvious would be the quantity. You need very little of any hormone to cause a significant physiological response (micrograms to miligrams per day/week). Most recreational users will use above 10 times higher doses than what would be enough for supraphysiological response. That alone puts your body in the "overdrive" in terms of all the processes regulated by androgens (testosterone).
Now add to that that some artificial steroids (trienolone, oxandrolone, stanozolol, methasteron etc.) have way stronger binding affinities to androgen receptors than testosterone. This means that even in super small doses they can be more "effective" than a gram of testosterone. Please note that an average human male produces between 30 and 80mg of testosterone per week!
So a 300mg of pure testosterone per week is 3-10 times the average production. 300mg of trienolone will produce even stronger response (since it has one of the strongest binding affinities to androgen receptor; being stronger are only it's methylated variants methyl and dimethyltrienolone which are also exceedingly liver toxic due to methylation)
But in a world of bodybuilding 300mg is considered a "puny dose" that will get you nowhere. In athletics that is usually a way to go for short periods of time (in off season).
While in scientific studies the highest doses humans were exposed to were 600mg of testosterone enanthate per week up to 6 weeks (that is at least highest that I know of). The results were remarkable in terms of muscle gain and strength gain.
However, most recreational users use way more and way stronger compounds (usually mixed together) for much longer times.
Second issue is that synthetic steroids produce metabolites that can be harmful to liver and kidneys. Trienolone at certain doses will cause your urine to darken - after you've gotten insomnia, acne, started sweating constantly and your libido is either nonexistent or is so high that it's too distracting and even frustrating (some people report lower patience and anger management issues on this notorious compound). Methasteron will cause jaundice after 6-8 weeks of using 20-40mg/day (or at least significant liver damage). Oxandrolone will not cause many issues with internal organs. At least not immediately. But it will skyrocket your blood pressure and make your lipid profile look really bad at doses higher that 50mg/day (for longer that 4-6 weeks) but at doses of 2.5-5mg per day it has great therapeutic use (HIV patients, burn victims, muscle atrophy victims etc.). Please note that most of what I am saying here in this paragraph is anecdotal evidence based on what various steroid users have recorded on the internet and shared within various online communities.
So combine the fact that high doses and problematic metabolites along with regular prolonged use will cause damage to a human body. Sometimes it will be reversible, sometimes it will not. Some people are more susceptible to it, some are not.
And will steroids ever be perfected? No...
Because the underlying issue is this: You can't use 10-100 times above the physiologial dose of anything for months and expect it to go without issues. Increase your water intake by 10-100 times (that will mean that you'll have to drink around 20 liters of water per day)... see where that gets an average human body? Increase vitamin intake, increase anything by that amount for prolonged time and you'll see issues, sometimes even issues with deadly outcome.
Of course, some substances are better tolerated than others, but that just means the issues with overuse will turn out a bit later or might not be deadly or permanent immediately.
Steroids are useful and have their place in science and medicine. Some argue they can even be "safely (ab)used" (what "safely" means here is very vague and for some individuals that means not getting jaundice and kidney failure for others it means avoiding any blood lipid profile and blood pressure changes as well as avoiding any psychological or internal issues during the steroid cycle and off the steroid cycle - so in the light of that I will end this with that no matter how "safe" a certain steroid is, an individual can hardly safely use it outside the proper medical supervision.)
I could talk about psychological changes as well. But that might be a bit too much :)
And it would only explain why most people who start (ab)using steroid never really stop.
