I don’t think so. Maybe for recovery of some sort, but physical strength (beyond general fitness) isn’t that important for what soldiers do anymore. It’s not like they’re out there wrestling or throwing boulders at each other. Most soldiers I’ve met aren’t big and strong, they’re fit and ready to run all day with a 50 pound pack if needed.
Focus, discipline, and calm decisive action seem to be more useful and most anabolic steroids aren’t going to help with those things and are probably detrimental. I think “roid rage” is overstated, but there’s definitely personality effects to taking anything stronger than testosterone.
The one area it might really help is just that feeling of indestructibility I guess. But again, I’m not sure that’s something anyone is looking to enhance.