If most of the actual harm is being done by your immune system going into overdrive, then yeah, steroids can help. You'd want to simultaneously treat the infection, of course.

"Multiple randomized trials indicate that systemic corticosteroid therapy improves clinical outcomes and reduces mortality in hospitalized patients with COVID-19 who require supplemental oxygen, presumably by mitigating the COVID-19-induced systemic inflammatory response that can lead to lung injury and multisystem organ dysfunction."

https://www.covid19treatmentguidelines.nih.gov/therapies/imm...

But yes, you're also right that it usually makes you more susceptible to infection because your immune system isn't working as hard.

I can see that in some cases. I doubt that would be beneficial in the case of sepsis, right?

Actually, it's complicated, and there really isn't consensus one way or another.

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5949415/

"Seventeen meta-analyses of these studies have been performed and have similarly shown conflicting results with some demonstrating a survival advantage (4-6) while other have not (7-10). Consequently, true equipoise exists with regards to the clinical benefit of corticosteroids in patients with severe sepsis and septic shock.

...

In summary, the use of corticosteroids in patients with severe sepsis and septic shock is not associated with improved patient centered outcomes, however this treatment is safe and without an increased risk of complications. Corticosteroids appear to have synergistic biological effects when combined with intravenous vitamin C and thiamine and may be associated with improved patient centered outcomes (21)."

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8604467/

"In this review article, we reviewed a total of eight different articles being done in last 10 years, relevant to the clinical outcome and effects of corticosteroids. Among those, two demonstrated improved clinical outcomes, two showed both improved clinical outcomes and decreased mortality, three showed increased adverse effects, and the remaining one showed unequivocal results."

Interesting

During COVID, steroids were rapidly identified as providing a positive survival benefit and became standard of care.

There is actually a good reason to think that steroids are beneficial in severe infections. This is because often in a severe infection/inflammation, a big portion of the damage is done by the inflammatory response.

Reading about the pathophysiology of influenza 13 years ago after H1N1, I came to this conclusion, and it was trialed, but good quality studies showed it to not be effective.

COVID has a slightly different pathophysiology and in COVID it works.

But yea, as a rule, it’s not a good idea to dose with steroids if sick

Chronically, yes. Sometimes they can help address a more serious acute issue.

I've taken steroids when I had a virus because the symptoms caused by the virus were severe. The doctor made it clear that I should take it as little as possible, but it was "your throat is going to close up OR it takes a little longer to get better".