I assume that this question refers to performance-enhancing drugs (PEDs), not to “recreational” drugs such as marijuana and cocaine. PEDs have many short-term advantages even if they do have potential long-term disadvantages.
PEDs are called “performance-enhancing” for a reason; they help athletes to perform better. They help athletes get stronger. They help them train harder because they allow the body to recover more quickly and efficiently after a workout. They can help athletes heal more quickly after injury. Certain kinds of PEDs can improve reaction times and concentration. The act of taking the drugs may give the athletes a psychological advantage that adds to whatever physical advantages they gain from taking the drugs. When athletes take drugs, they are likely to perform better than they would without the drugs. This is a huge advantage to taking drugs if you are a competitive athlete.
The disadvantages of PEDs are more long-term or more uncertain. Some athletes may get caught using PEDs. They can be barred from competitions. Like Lance Armstrong, they can have their titles taken away. They can have their reputation as a great champion destroyed. Physically, there are also problems that can arise from excessive use of some PEDs. Of course, these are problems that might not happen or which will only happen in the future. Because of the contrast between the short-term, certain benefits and the long-term, uncertain disadvantages, some athletes choose to use these drugs.