Poppy - I'd try not to worry about it. Cysts can appear on perfectly normal babies, and tend to eventually disappear.
The reason they take it seriously is that babies with chromosomal abnormalities tend to always develop cysts, so they try to do every check on babies with cysts to rule that out.
There was another lady who had a similar thing happen earlier this year, and the cyst ended up going away on its own :)