Maybe you weren't highlighting that one trial. For the second trial cited, it is thankfully a much larger trial of ~2500 people. There does appear to be a benefit in recovery, but like the other study, the benefit isn't massive in my opinion. For instance, 715/787 (91%) in the steroid group were not admitted to a hospital, while the number was 701/799 (88%) in the control group. Of those admitted, 7% needed supplemental oxygen in the control group, while 5% needed it in the steroid group. Oddly, a lower percentage in the control group needed mechanical ventilation compared to the steroid group (1 vs 2%, respectively), but I think the numbers are too low to mean much there.
So, this stuff is being looked at, but I'm sure the complexity of the clinical situation with age, comorbitities, and now delta, makes it challenging. There's not an easy answer, searching clinicaltrials.gov you can find a study for pretty much anything you can think of, but the reason there isn't an answer for you is not because the CDC and NIH are twiddling their thumbs.