Not all hormones are steroids, just like not all steroids help build muscle and strength. A "steroid" is an organic compound with a specific type of chemical structure. They have a wide variety of functions, from reducing inflammation, to increasing libido, to being completely useless, depending on the steroid.

Testosterone replacement therapy could be considered steroid use if the compounds used shared the same structure as a common steroid, and were organic. If not, they wouldn't be steroids (at least not in my mind). It's mainly a semantic argument, but whatevs.