Is it dangerous to inhale asthma medications with steroids inside?

No. It is dangerous however, to let asthma symptoms go untreated. If one needs a rescue inhaler (albuterol) more than twice a week on a regular basis, and the rescue inhaler is used for more than just vigorous activity, that is a sign that asthma is poorly controlled. A controller medication like an inhaled steroid and/ or singulair (montelukast) is needed;.
No... Inhaled steroids are needed in most asthmatics because they decrease airway inflammation, a major component of asthma. Very little of the steroids are absorbed systemically so the systemic side effects are little to none. This is a very well tolerated treatment in the vast majority of asthmatics.