Drug tests are given by companies only because the substances used by the common employee doesn't enhance performance at the office. If I'm high on weed, floored on e, or seeing rainbows with acid ... that does nothing but hurt the company.

In the MLB, the drugs used are substances that actually attract an audience. Roids help players hit homeruns, homeruns puts asses in seats, asses in seats are dollars. In theory, there is no motivation to take roids out of the game because it's actually helping the company, rather than hurt it financailly.

At the end of the day, the MLB only cares about money ... records, HOF, those are all things that are side effects of being a player.