Exactly. If it's a symptomatic disc it wont improve with simply popping a pill. It has to be mechanically reduced (ie exercise/movement) in the correct direction for relief and management (or attempted anyway).
It would be like having your finger painfully jammed in a door then downing some Aleve to stop the pain. How about getting your finger out of the door?
Although keep in mind:
-Not all disc bulges are symptomatic.
-Not all disc bulges will cause neurologic symptoms.
-It's actually quite useless to give back pain a specific tissue diagnosis unless severe spine pathology (only 2% or less of all back pain cases).
The door analogy isn't necessarily the best for most causes of herniated discs since the inciting incident is not ongoing.
With herniation, there is a significant amount of inflammation (the gel-like inner portion of the disc is noxious to nerve roots), and there are many people who find relief with oral steroids for acute disc herniations. Anecdotally, I can recall at least a dozen of my patients in the past two years who had significant relief with a Medrol dose pack.
Additionally, with a study size of 267, it's not surprising that there were no statistically significant differences between the steroid and placebo arms; moreover, they don't mention in the article to dose of prednisone -- and in my practice Medrol (methyprednisolone) is much more common -- so it's tough to really use this one study to guide/change clinical practice. Plenty of people get relief from steroids for back pain.