Without any steroids in the membrane, some cells would not be able to function correctly. Some cells that need a healthy and structured environment can die if there is no steroid structure. For example, epithelial cells in the intestine lining must remain tightly connected so that digested food can pass through them and waste materials can be excreted. If these connections were to break, the contents of your intestines would spill out into your body cavity and make you very sick.
Some other cells have specially-shaped membranes with deep ridges called lamellar sheets along which proteins are embedded. These proteins can only work correctly within this particular membrane structure. As an analogy, imagine trying to build a house without using bricks or mortar. Just gluing together the individual pieces of wood would not produce a strong structure that could shelter people from the elements. Therefore, it is clear that if no steroids are present in these cells, they will die because they will not carry out their normal functions even though there are proteins embedded in them. After all, the structure of these proteins relies on allosteric interactions with lipids and steroidal components of membranes.
Also, cells need cholesterol for proper function, especially in the brain, which plays an essential role in neurotransmitter synthesis.
So overall, you can see that without any steroids in the membrane, some cells would not function correctly or at all, which can cause death or problems in the body.