you don't really need that much muscle to be a soldier, just bodyweight and endurance exercises. as long as you can hump a 100 lb pack on long hikes you're good.
the nazis actually experimented with testosterone during ww2 but scrapped the project, amphetamines were cheaper and their effectiveness was more immediately apparent. but i could see how there would be several uses, namely more strength to carry more weight, especially useful for machinegun crews. also more endurance due to raised RBC. also improved blood clotting in case of being wounded.
but yeah in our current warfare doctrines, there wouldn't be much use for bodybuilders. only thing i could see is some kind of heavily-armored, high caliber super soldier type deal, but that would require different technology than what we have.
russians have the right idea