Well, obviously because it's an illegal drug when not dispensed by prescription, which this obviously wasn't. The labs should have shown excess testosterone, so it's odd if your doc doesn't know, and I would think a doctor recognizes an injection and the problems that can accompany one. They see an awful lot of injections. I'm guessing the doc has figured this out but doesn't really care that much, he's more concerned with the infection. Methinks the lesson here is, get the infection fixed and stop taking steroids -- they're not good for you in the long run anyway. Get your muscles the natural way -- work for them.
Please seek medical attention immediately. No one here can diagnose you or even guess what is going on, but if it is a spreading infection, it requires urgent medical attention. And, you must be honest with your doctor.