It's less the injecting that's the issue and more the injecting by the sort of people that don't understand why injecting unknown and untested subtances might be bad. You bypass a lot of safety mechanism that destroy or remove weird shit when you inject something, which can be a good idea if it's say insulin for your diabetes. Not so much vial of random crap your hookup pinky promises the vendor swore was cool and safe.

I would never, ever recommend what I have charitably seen called "bioassaying" any compound. If it's not food don't put it in your body unless you have it on good authority (trusted third party, direct physical evidence, regulated market) that it's acceptably risky to do so.