I have had (and still do) the thigh pain and difficulty walking and climbing bleachers for my granddaughters sporting events. The final diagnosis was damage the steroids had done from being taken for almost 7 years. PT does help to rebuild the muscles and other times causes a flare up so I had more pain. It's like a lose-lose situation.
Steroids are a miracle drug but also very dangerous. I have been down to 5 mg. for almost 2 years and still can't get below 3 in trying to taper off but I won't give up because of the dangers of bone loss, diabetes, etc. I will try my own way of strengthening by walking on the days I can (which are very few) and not pushing myself on the days of weakness, fatigue and pain. Good luck!