D.B.
I am a pharmacist and used to work in a hospital that had a labor and delivery unit. I cannot remember seeing anyone ever get steroids during labor with the exception of preterm labor (typically multiples), when they do give steroids to help mature the lungs faster. If you were on high dose, long term steroids, as another poster mentioned, then yes, you might have to have it. But as far as I know, a short term course doesn't require it. Did your OB tell you this, or a primary care doctor? I would probably get a second opinion if it's your OB.