Are all steroids for asthma ever fattening?

Not necessarily.: Inhaled steroids rarely enter the bloodstream in enough concentration to make a difference. Also, short (<5 day) bursts of oral steroids rarely cause weight gain, either.

Sometimes: Frequent oral steroids can cause weight gain but the inhaled steroids rarely cause any side effects if used correctly.

Depends: Inhaled steroids have a local effect and very little is absorbed systemically so these would not tend to cause weight gain. Systemic steroids (ex prednisone) do tend to result in weight gain. While on systemic steroids it is prudent to watch caloric intake to prevent weight gain as much as possible.