Steroid is a broad term, there are lots of hormones that your body has naturally and that we have synthetic analogues of that fit into the steroid class. Your sister is getting glucocorticoid steroids for her cancer. Those are antiinflammatory, they make your immune system slow down. They also have lots of other effects, like raising blood sugar levels, decreasing bone strength, and changing your mood. Your body builder brother took anabolic steroids which basically act like testosterone.

You're comparing glucocorticoids and anabolic steroids - two very different things.

Glucocorticoids reduce your body's inflammatory response, which is why they're used for autoimmune/autoinflammatory conditions like rheumatoid arthritis. They also promote muscle loss unlike anabolic.

Anabolic steroids (as the name implies) promote muscle growth.

I'd recommend reading up on both kinds of steroids.

perhaps I misunderstand the question, but are you suggesting that one's body can discern whether steroids are legal or not? or that the legality of steroids might affect how they work within the human body?