Not all cysts are created equal. Doctors will often refer to any sub-surface enlargement within soft tissue as a cyst. Some of these "cysts" are more serious than others, read pre-cancerous. Other "cysts" are really just a pimple that is deeper than the surface and has grown larger than normal because it is in soft tissue, your earlobe.
The advice about cleaning your jewelry should be extended to include throughly cleaning your ear around the site of the piercing before inserting the jewelry. We all have tons of bacteria on the surface of our skin all of the time. On the skin's surface, they don't do any harm and many are beneficial, but force those same bacteria under the skin's surface by pushing in your piercing, and TaDa you have just inoculated yourself.
Let the current infection clear up completely. Then be more careful about hygiene when inserting your jewelry in the future. And don't feel bad about ignoring your doctor's advice. He is only a medical doctor after all.
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