I'm fairly certain that synthetic growth hormones (or peptides), are not steroids.
Anyway, it'd definitely 100% not an ANABOLIC steroid (which is the only kind of steroid with any relevance to this discussion). The effects of growth hormone on athletes is still pretty debatable, most use it for injury recovery. It has no measurable effect on performance as far as I am aware. And Messi's treatment was to get his levels of growth hormone back to normal so he could grow properly, it's not like he has an excess in his system.