Well a doctor can legally prescribe you medication, a bodybuilder guru can't, so I'd expect you're correct
I've actually did a quick google search to see if there was an organization that discussed code of ethics by personal trainers. Usually, there is an overarching, large organization that oversees a particular profession. For example, the American Medical Association oversees all ethics regarding doctors. However, it does not seem like there is ONE overarching, large organization that oversees personal trainers.
I did find this code of ethic under the National Council of Strength and Fitness.
II. Trainer Conduct and Practice
1. The trainer should recognize the boundaries of his or her particular competencies and expertise, and provide only those services and use only those techniques for which he or she is qualified by education, training, or experience.
Thus, if a personal trainer provided a client with steroids, in which they are obviously not qualified to provide steroids to clients, then perhaps the client will have a lawsuit or the personal trainer would be held responsible.
But, it seems like different organizations have different code of ethics.