Yes, Yes and ummmm Yes.
I am 42 and grew up in the dairy state/Wisconsin. (Go Packers)
I drank milk, ate cheese and lots of ice cream growing up.
I have 17 hydroxylase deficiency and have been on sterioids since the 6th grade. I truly believe that milk and milk products play a big part in having strong bone density. Scientific data shows that the more you get as a kid the longer it lasts into adulthood. We all start losing bone mass/density in our mid to late 20's. This is why all the information out there says that we should get as much calcium to build bone density when we are kids.
With all the milk and milk products I drank as a kid, I still have the precurser to osteoporosis, which is osteopaenia. I take a prescription calcium and over the counter calcium in between. So Yes I do believe that steroids and from what I read deplete bone density over time.
I am not a Dr. and this is only my opinion and from what I read.
Hope this helps.:))