People self treat because they have to. Of course you don't go on cortisone without being sure that you need it with confirmation of 24hr saliva test. Proper use of physiologic dosage of cortisone SUPPORTS the adrenals and doesn't atrophy them. People who's adrenals are bad enough to need cortisone and don't get it, only get worse and slide in to severe adrenal fatigue. By the time they reach that state and come under the care of a doctor or hospital, their adrenals are so shot that they will need cortisone supplement for life. If caught early and properly supported with physiological dosage of cortisone, the adrenals can recover and cortisone can be weaned off from.
Ideally, yes it is advisable to be under a doctors care. BUT that is not always the reality.