Cysts grow with time and can become uncomfortable and a nuisance that means people become more self-conscious about them. If a cyst is on the face ideally you want to remove them when they are small so any scar will be less. If they are on the body or scalp when they reach 2-3 cm in size you would ideally time to remove them so any scarring is minimal.
If left untreated, benign cysts can cause complications including infection; where the cyst fills with bacteria and pus and becomes an abscess which leads to be a bigger wound and more scarring.