I've just had my 3rd ELCS and have had steroids before all of them. The chances of the baby having breathing difficulties are increased before 39w if you are having a c section. I haven't had any bad reactions personally and so far the two eldest are perfectly fine, no signs of ADHD but them they are still young. All babies have been very calm to start with so it didn't affect them immediately when coming out. Personally I would go with their advice. Rather that than a spell in special care. As an aside, if you are at kings, do consider the kings cord scheme. So worthwhile.