Bartholin cyst.

I've had it for a few years, I'd say 5 at least, it doesn't hurt but I know it's there and occasionally I feel it. Makes me feel abnormal during sex. My Gyno said to leave it alone as it wasn't infected but I could still go have it marsupialized or drained, but at a hospital. I'm so tired of having it. I'm self-conscious. Should I go? Can any of you share your experience please?