Can Sex Affect Your gains when on steroids?
It would surely have some effect, so the more critical question is whether this effect is positive or negative. There is no straight answer to the question as everything depends on how you balance your sexual life with workouts. However, it is worth understanding the relation between the two.
Two important mechanisms through which sex may affect gains is physiological/hormonal and psychological. Psychological is pretty straightforward to explain. If you overindulge in sex, which may happen in some cases, you may start going up late, not sleeping enough, missing workouts, or not giving your best. All this could have a negative impact on gains. Therefore, no surprise that many athletes recommend self-control.
Physiological relationship between sex and gains is more complicated, as it seems that sex can have both positive and negative impact on gains. We all know how men feel after sex, they immediately want to sleep, all this happens due to the release of a cocktail of hormones. Oxytocin is among the most relevant of those hormones. 
High levels of oxytocin after sex means that your muscles get relaxed. Body feels tired. There is no way that you can give your best athletic performance immediately after sex. In most cases, recovery time is 4-6 hours. It means that you should not have sex at least 4-6 hours before the planned workout.
Further, it must be realized that this recovery time increases with age, and may be much longer in men at the age of 40. Thus age is another factor to take into consideration. Middle-aged men may avoid having sex 12 hours before a workout.
Testosterone levels
Next comes the most vital question, what is a relation between sex and testosterone levels?
In general, sex is known to improve testosterone levels, help maintain testosterone levels. If men do not have sex for extended periods for whatever reason, it may result in fall testosterone levels. It means that regular sex is not just testosterone booster, it is also required for maintaining optimal levels of testosterone.
Natural levels and rhythm of testosterone is also beneficial for psychological well-being and maintaining circadian rhythm. Men with regular sex would have a happy and satisfied life, better sleep quality, low risk of depression.
Further, it must be noticed that masturbation does not have all the benefits of sex. On the contrary to sex, masturbation may reduce the levels of testosterone in men. It is perhaps because there is prolonged foreplay involved before sexual activity. Whatever, be the cause, it seems that the body reacts differently to sex and masturbation.
In conclusion, it can be said that sex would not have any negative impact on gains, unless a person does not have enough rest, omits workouts, and overindulges in sex. One should avoid having sex immediately before training. However, regular sex can even help a bit in maintaining the natural flow of testosterone. A healthy relationship with a sexual partner may also be psychologically motivating. Thus as with most of the things, important is of maintaining the balance.