Addiction to cortisone was the subject of the 1956 motion picture, Bigger Than Life , produced by and starring James Mason . Though it was a box-office flop upon its initial release,  many modern critics hail it as a masterpiece and brilliant indictment of contemporary attitudes towards mental illness and addiction.  In 1963, Jean-Luc Godard named it one of the ten best American sound films ever made.  John F. Kennedy needed to regularly use corticosteroids such as cortisone as a treatment for Addison's disease . 
Pain after a corticosteroid injection is not the norm, but it’s not abnormal either. I can’t speak to your situation, but I can say that occasionally patients will have what’s called “post injection flare” where the pain is worse for 2-3 days after the injection. I would tell patients to put ice on the area and as long as it’s not red, swollen or with discharge at the injection site, sit on it for a couple days to see if it resolves. If it’s not any better after 2-3 days, then come into the office. And just so you know, it does NOT mean the injection did or did not work correctly, and it does not matter which technique was used to get the steroid into the knee joint.