They very likely would think that, but I doubt anything would come of it. If gyms started turning away everyone who does steroids, they'd likely go out of business. And the police need evidence beyond, "This chick's real hairy and has lots of muscles." As long as you aren't shooting your T at the gym, or behaving in a way that makes them think you're dealing, there's really not much they can do. However, you might have guys hitting you up for your source.
Actually, I say that in jest, but it's not so far from the truth. I know an FtM who often helps other FtMs with their injections. Apparently he was contacted by a couple of professional athletes to see if he would help them out. (He turned them down.) Evidently, a lot of juicers are turning to Testosterone Cypionate as a less dangerous, and less detectable, alternative to anabolic steroids, and so there is some cross over with the FtM community through those guys who end up going the underground route.
