Hi @msvis
Yes, absolutely, your doctor is exactly who you should be asking. In the meantime, I can give you the 'amateur's answer'... Steroids are the 'cadillac' drug for inflammation [they have nasty side effects when used long-term, so they are used only when indicated] But they work so well!
IF... your hip is inflamed due to problems in the hip, then the steroid may reduce the pain because the inflammation will go down. Therefore they may think, the problem is in the hip itself and not the back.
Problems in the back are tricky because when the nerve is irritated at the spine, that nerve can give signals all along the nerve path, all the way down to the foot - so your foot can be tingly, etc, but there is nothing wrong with the foot, it is the nerve up at the spine level that is causing that nerve to be irritated or pinched
So, it is my thought that your doctor is using 'process of elimination' to narrow down the possibilities of just what is going on - and where the true problem is. After this gets established then you will plan the next step of how to proceed in your treatment.
Sounds good - you are on the hunt for the culprit.!
Let us know how you get on.