Do they also sterilize satellites?
Actually, yes. And build them in 'clean rooms'.

For what reason? Sensitive instruments?

Because you don't want things growing on your expensive satellite
that you can't get up to clean.

Has it ever happened that an instrument was deteriorated by bacteria?

No, because we sterilize the things and build them in clean rooms. On
the other hand, see Russian experience with Mir...

What happened inside that space station?
Yet this isn't an example of a satellite being damaged by bacteria.