A trial of methylprednisolone in kidney patients was halted recently because of safety concerns. But this doesn't affect people taking the drug for asthma, arthritis or other inflammatory conditions.
In pregnancy, immune cells help the uterus tolerate and nurture the embryo despite it carrying foreign genes from the father. In most women, suppressing immunity will likely cause more harm than good.
People who have rheumatoid arthritis often suffer from depression as well. For poor people this is often worse because they cut off their social networks.