If I went over your house to fix your heater in the middle of winter, would you like to hear me say "in about 2 weeks we will perform a test on your system, and then go from there".
your body is a bit more complicated than a heater. also, are you looking for any answer, or are you looking for the right answer? god forbid, doctors are human and limited by the advancements we have made and how up to date your doctor is on current medical research. new discoveries are made every day. do some reading and ask specific questions. "my head hurts" is not very descriptive. it's your health and they can only help you so much as you inform them.
also, a steroid that reduces swelling and allows the tissue to heal does more than "just reduce the swelling". you don't put a cast on a broken leg because it magically heals the leg, you put it on to immobilize the leg so it can heal itself right.
you may have severe allergies and irritation. you may have it forever. there is a reason our population is growing so fast, some people simply have horrible diseases that ought to have killed them.
i have terrible sinuses. they always hurt. they kind of burn like chemical seeping into my nose all the time. but as long as they don't develop into a brain infection, i'm cool. if i don't have a migraine, i'm generally pretty content with my nose pain. it's been more than a good solid year since my last sinus infection. shortly thereafter, i had an episode of nasty allergies brought on my a horrible white bush outside my window. my head hurt so bad my teeth felt like they were going to come out of my head and i missed a few classes until the damn thing stopped blooming. i'm just glad i've been okay since then.
i know people who swear by various alternative treatments. my boss loves her acupuncturist. i like to have better reasons for why a given treatment ought to work than "this will realign your warm fuzzies". personal issue, maybe.