While the exact mechanism(s) in which anabolic steroids increase blood pressure have not been completely proven as fact, there are a few highly probable mechanisms that are believed to contribute.
AAS have been shown to cause an increase in renal Renin. Renin is a hormone secreted by the kidneys that goes around and activates another hormone called Angiotensin. Angiotensin in it's base form has no effect on blood pressure, however once activated by Renin it converts to Angiotensin-I which has a slight increase on blood pressure.
Then a second conversion occurs. Once Angiotensin is converted to Angiotensin-I, it makes its way to the lungs where it is converted into Angiotensin-II via the angiotensin-converting enzyme (ACE). Angiotensin-II is a very potent blood pressure increaser and acts directly on the blood vessels to cause large increases in blood pressure. Based on the evidence above, if someone needed medication to combat AAS-related hypertension (high blood pressure) it would seem that the ACE Inhibitor type would be the best option.
Angiotensin-II also stimulates the release of another hormone called Aldosterone. Aldosterone is also a potent contributor to high blood pressure as it is a potent vaso-constrictor which shrinks the diameter of your blood vessels increasing the pressure of the blood flow. Aldosterone also causes the kidneys to retain salt and water which as we all know increases blood pressure.
https://pubmed.ncbi.nlm.nih.gov/28863033/
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4111565/
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4400712/