I'd think most roids actually promote fat gain through aromatization & indirectly though the pigouts most people go on because some dork online told them they would gain 30lbs in a cycle... gotta eat to make that weight!
each lb of muscle put on actually burns very very cals, I forget the number but it's supposedly 5-10 more at most.
some people are just naturally lean and wont get as fat when 'on', thats all