If you are exposed to someone with the flu, you can take Tamiflu, Amantadine or Ramantadine which can prevent or ameliorate the flu. It is not practical to take one of these medicines all winter, but it is indicated with flu exposure if you haven't had the flu shot. Yes, because it will prevent his becoming infected and passing it on to you. You could be susceptible if you didn't have a good response to the vaccine or if it is late in the season and your antibodies are decreasing. Not having the flu shot if you have an underlying respiratory tract disease is very risky because of the potential consequences of the infection, including worsening of symptoms, bacterial pneumonia or influenza pneumonia.
Steroids treat the basis of inflammation that causes asthma.
Not everyone needs steroids but they can be very helpful if used appropriately. No, a physician must prescribe these medications. My son had stomach flu symptoms, his Dr. gave him antibiotics to combat this and he developed a rash. The rash may be due to the infection or to the treatment. Your experience exemplifies the problem of developing reactions during an illness and not being able to determine if it is due to treatment or the illness.