There are no reports of cyst formation
as a result of spinal steroid injection. There are reports which mention abscess
formation, but it would have more symptoms than just pain. Anyways, it will be useful to rule out an abscess. Repeated needle injury and infection can lead to an abscess. An abscess is a localized collection of infected material, secretions and is usually enclosed in a closed "cyst-like" space.
There are chances that the cyst may be present earlier.