
We have a nine year old dog with arthritis in one of his shoulders. He had a course of Cartrophen injections into the affected joint, he had four injections in total, each I think a week apart. We didn't see any improvement until a week after the last injection. We were warned that any improvement might take that long to show up. Our dog has been sound now for over a year. Our vet said that he might need to repeat the treatment in the future but so far, so good.
Not sure exactly what corticosteroid injection your dog had but I think some treatments can take a while to kick in. Best talk it over with your vet. They shouldn't be offended and I should hope will recognise your concern for your little lad. In the meantime, just play it by ear and don't make him go out if he doesn't want to until you've discussed him with your vet.
Before we went for the course of Cartrophen we tried swimming with our boy. He absolutely hated it! We decided to stop torturing him and took a young one instead who loved going in. There were other dogs at the hydrotherapy who really benefited, I know it can work really well.
All the best with him.