Since Sudden Onset Adult Asthma some 6 years ago, I have to use steroid inhalers. I have gained a little weight (about 2kg) but the thing I find is that it is horrendously difficult to lose any weight. Diets I used to use simply don't work, So, you would think you are right. On the other hand, a nurse I know (also asthmatic and using the same inhalers) is slender and fit. She is 20 yrs. younger than I.
In other words, I don't really know. It probably depends on your circumstances, age etc..