There are plenty of studies on bodybuilding supplements.
I'm talking about usable studies. An HRT research using testosterone only at a dose of 200-400mg/week is hardly comparable to using 1000-2000mg + hGH and insulin at the same time.
For example; most of the earlier research conducted on steroids actually found that they did not lead to muscle growth! Of course the doses used were super low and the guys didn't even train. Now studies are starting to show that steroids indeed lead to muscle growth in healthy subjects, but the dose used, while higher than in the initial batch of studies, is still considered too low to be comparable to "pro/top amateur dose".
Same goes with other "supplements": lots of research on the products per se, but only using therapeutic doses and seldom used along with other "supplements".