From my own experience and from knowing a lot of users.
It is a myth.
Like in general public, also among steroid users, there are some aggressive idiots.
When such an idiot kills/beats someone, his lawyer tries to blame it on so called roid rage.
Thats how the myth was created.
Then media popularized it.
When a big muscle man rages, it is something interesting to media.
When a small pencilneck rages, no one even notices, some even laugh.
Few years ago i saw a paper on this subject with actual statistics of violent crimes commited by steroid users vs general public and it showed clearly that using steroids actually makes it less probable that you will hurt someone.
That's pretty crazy if that is true. However it cannot be denied that even if they don't cause rage , they certainly do cause shortened life span / sudden death