No, they pass through because of the opposite reason. The rings make it hydrophobic enough to override the polarity of the OH group. Only non-polar things can pass through the membrane.
Based on that reasoning, any molecule with a hydroxyl group is a steroid then; does it make sense to think of alcohol as a steroid? No. Make sure you understand the difference between polar and nonpolar molecules. As Doodl3s mentioned, steroids pass through the membrane because of their hydrophobic rings. Polar molecules cannot diffuse through the membrane. The middle of the phospholipid bilayer is highly hydrophobic. That's why water and ions need transporters to get across the membrane while steroids can just diffuse through it.