The tests are getting more and more effective (especially WADA labs) at detecting the use of PEDs that are not naturally made in the body. Most steroids now have a) a much longer detection time b) a lower detection threshold (they can detect a much smaller amount of the drug or its metabolites).
That's one of the reasons why more athletes are getting popped. For example, stanozolol/winstrol used to be detectable for 10-14 days whereas now it can be detected for more than 6 weeks, even in oral form.
However bio-identical hormones (testosterone, insulin, growth hormone, IGF-1, thyroid) are much harder to detect since its already in your body to some extent and as long as you don't go above the maximum threshold (which is very high by physiological standards to avoid false positives due to genetic exceptions which could lead to litigation) you are fine.
Several countries, for example, would test their athletes weekly to see what dosage of testosterone and growth hormone could be taken without exceeding the threshold (insulin can be taken at will as they don't test for it) AND how long before a test they would have to stop using high doses so that they would test clean. I have no problem believing that athletes making tons of money would be able to afford those frequent tests or pay an expert who knows how much testosterone or GH they can get away with in-season without testing positive.
As far as I know, MLB doesn't conduct off-season testing. So athletes could use higher doses or "riskier" (by testing standards) PEDs off-season then transition to low dose testosterone and GH (staying within the detection threshold) which would be enough to recover faster (which is what baseball players are really after) and at least maintain the gains they made off-season.
With how efficient the tests are becoming, I wouldn't risk using non bio-identical drugs in the off-season. Except maybe very briefly at the begining of the off-season. Sticking to bio-identical hormones would be a smarter/safer course of action. Although it might not be optimal in terms of performance enhancement, for these athletes it is enough to get a significant edge in their training.