Many steroids have an affinity for other receptors other than the AR, some actually activate the Estrogen Receptor, some activate the Progesterone Receptor, and some can activate the Prolactin Receptor. Note that these AAS do not activate these receptors as well as the actual correct hormone itself, however they do to a degree. This is known as the hormones "affinity" for said receptor. For example, DHT has 2x the affinity for the AR than testosterone. So while many steroids may not actually raise prolactin in a measurable way, they may activate the receptor to a degree.
While this is a little studied effect, the results (as posted above) speak for themselves. One way to combat this is to lower natural prolactin levels so the overall activation of the PRLR is reduced.
There is also the fact that overly high E2 levels can raise prolactin, AND the fact that the PRLR needs not only prolactin to activate, but also has a co-binding factor which is E2 itself, another words, BOTH E2 and Prolactin are required to activate the PRLR (prolactin receptor).