There is a protocol that the doctors follow for insurance purposes. They offer PT, ESI's, steroids (which is what he gave you), and if that does not work, they do other things. Surgery is the last option.
Every case is different. The doc is hoping that it is just inflammation. Protruding discs do not always mean it is the source of the pain. They are going to have you jumping hurdles trying to figure out what is wrong.
Steroids have strange side effects. Make sure to pay attention to your moods and if you start feeling anger or impulse control problems, stop and call your doctor. I can't take the oral steorids because they make me lose my temper.
take care and I hope that you find answers.