Because these drugs have risks, and if they are allowed then every athlete has to take as much as possible or they won't be competitive. It's a classic "race to the bottom" scenario, where everybody would be better off without the drugs, but they're forced to expose themselves to avoidable heath risk because that's what everybody else is doing. There's a relevant SNL sketch: [this video]
Most performance-enhancing drugs are already legal for prescription use, and in some circumstances can even be used by competitive athletes with an approved therapeutic use exception. But there's really nothing to be gained by allowing every athlete to use such drugs. [this video]
"He's really going to feel that in the morning when the painkillers wear off" as the weightlifter (fake) tears his arms out from the socket. [this video] RIP Phil Hartman, the greatest SNL actor of all time.
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