Only feel good on prescribed steroids

So on a day to day for years now I feel extremely drained all day and head /neck pain and muscle weakness, and chest pain/sob especially laying down (only 24) and other things. I also have fallen asleep while driving after a full nights rest. Anytime the dr prescribed me steroids for sickness that’s the best I feel ever. Especially steroid shots my body feels the best than it ever has. Is it possible I have a an underlying problem or is this just how this medicine works. My dr checked my inflammation bands and they came back clear!