I am not aware of any report that the type of steroids athletes use can cause this.
Topical steroid creams have been tied to local areas of pigmentation changes, but not all over the body.
BTW - I read that midwestsportsfans.com site, and the writer says he did a search for any connection between pigmentation changes and steroids...and he found nothing like this.
But he notes that as many as 2% of the population may have some degree of spontaneous de-pigmentation (called vitiligo)...so that would be more likely that the steroids.
or maybe Sosa simply went to a cosmetologist and/or sought out commonly available treatment for bleaching one's skin.
If you do a google search for "skin bleaching" - you get more than a half-million hits, and ads.