Generally, never. Because any small change in chemistry is something that evolution is very effective at picking up. Which means that if there is a simple intervention that improves performance, there is always a good reason why nature hasn't already given it to you. In the case of EPO, it's significantly increased risk of blood clots and blood pressure related conditions.
Many of these drugs were developed and used as medical products before being adopted by athletes.
EPO is used in medical conditions.
Several anabolic steroids are prescription drugs and can be used in cases of muscle wasting or cancer.
Most people don’t understand the consequences that come with using these drugs. They’re often not a free lunch where you take the drug and become a better human being across the board. There are negative consequences for altering the body’s systems directly in most cases.
In medical conditions doctors can weigh the tradeoffs and use drugs sparingly to achieve an outcome while monitoring the negative effects. When a 20 year old gym bro starts juicing with excessive doses to get swole, they’re not thinking about how it’s going to damage their testes for the rest of their life or disrupt their HPTA axis.
Yes, EPO is a normal drug used to treat certain disorders affecting blood formation, or to trigger increased blood formation before donations or operations.
Medication for human use has been availabe in various forms and brand names since before 1990, as Epogen, NeoRecormon, Eprex and lots of other names.