I don't think it's so much a point of whether or not to you want to keep a secret from your significant other, it's about keeping a secret from everyone they have in their social circle, twice removed. There may be a small percentage of women who can, and will, keep a secret...I've not had any personal experience with those types, but I'm willing to concede the point that they probably exist, though I believe they're nearly as rare as verifiable Sasquatch sightings. Even during the worst years of my marriage, I only kept things from my wife that I didn't want broadcast to the general public at large, because no matter what that secret might be, she'd tell her besty or her sister or her mother asking that they never tell another soul, then of course they'd immediately tell every other woman on the planet. And since she simply wasn't able to understand that she couldn't trust her besty or her family to keep their own traps shut about our personal lives, I stopped discussing anything with my wife that I didn't want all those other people to know about.
And since steroids (obtained in this manner) are illegal, I think it's just unwise to discuss their use with any woman who doesn't have something to lose directly by everybody they know finding out, because the odds are extremely high that she'll talk about it with her family and/or friends at some point, and they with theirs, and so on.