I found this out by going to the dermatologist a few days ago. Coincidentally, on that day for the first time, the sinus got infected and an abscess formed - basically a giant pimple right at the top of my butt. It was a world of pain for the last few days as it just grew and prevented me from sitting in a reclining position, until last night, when my dog woke me up and I noticed there was some fluid around the area.
Turns out that the abscess overflowed and was draining itself - a nice, bloody pus that continuously poured from the area for about 12 hours. Fortunately my dog was being an asshole and woke me up every few hours, which was time enough for me to soak it all up, take a quick shower to clean the area, and apply another band-aid. And now it's pretty much drained and I can go about my life not feeling horrible every time I take a step, or sit.
So although the abscess is leaving, the cyst still remains, and it's probably something I need to get removed some time soon. It's not a big priority - I mean as long as it's not infected, it doesn't hurt too much, as long as I don't sit on it (by doing sit-ups or something). But it might stick around for decades, so it's better to go through surgery to get it removed sooner than later.
Congratulations if you read through this entire disgusting story!