In its simplest case, just being a female who lifts weights can get you stereotyped by those who dont' understand. Call it body building and all of a sudden you get into stupid conversations with women who "don't want to get big". Do competition body building and all of a sudden people who are regulars at McDonalds are telling you how unhealthy it is and how you must be "doing steroids". At that point, you are now packaged in with every other person who might be abusing drugs of any sort and involved in illegal activity.
The sport itself has so many negative stereotypes that its just hard to get into those convesations with people. And many people just don't want to take the time to understand it. Just read the AS board -- there are plenty of relationships that have been threatened because the girl found out the guy was using. My mom still gets upset when I just start talking about diet or doing another competition.
ok.. I'm rambling... but because of the perceptions of AS use, I think it just keeps it simpler sometimes. For those who can accept the use, then you can talk. If not, maybe easier to just not mention it...