Last time I had one I was told it wasn't worth draining it because it would just come back. I now have another one which has just come up in the past week from nothing to really annoying and slightly sore. I suppose if it's causing you a huge problem you could insist on draining with the proviso that you are aware it might not last.
I think the rule of thumb with these is that they will go away on their own once the underlying injury heals, which is what happened with my first one (caused by tearing meniscus). I pulled a ligament in March which is still troubling me and like I say it's only developed the cyst now so I suppose I have got away lightly this time.
Let us know what you decide to do.
Best wishes
Chris