This article explains the "safety issues" involved with epidurals.
There has always been a risk with this route of treatment near the spine (CNS). Should the needle be placed imperfectly by just a tiny amount...the drug would pierce the dura and enter the CNS. The preservatives in the brand name are not FDA approved for use inside the spinal cord because animal experiments have shown damage.
So the doctors order the preservative free compounded product instead.
The brand name product comes with a dry powder that is mixed with a sterile diluent liquid before use. This takes time and care and I can see the premixed type from a compounding pharmacy would be easier, and the dosage would be already figured out and less errors would be likely. But preservative free means that extreme care must be taken. Most sterile products have preservatives in them to keep down the growth of any accidental organisms present.
SoluMedrol, comes in a preservative free version and is a brand name, and as such is much more expensive than the compounded types.
At the bottom of this link is a diagram of how to reconstitute the product with the diluent:
When looking at this link, it is very apparent how complex this treatment really is.
This article explains the complications possible with epidural steroids: