It depends. Truth. Sometimes interior abscesses must be drained and even be life threatening if not drained due to pressure. Pus in a zit will be absorbed by the body if left alone.........but who does that?
You should consult a physician if the "pocket" is hot or painful and/or large enough to be of concern.
But generally the puss should be drained. If the "pocket" is large enough it may even need to be packed with an antibiotic after being drained.
The body is going to attempt to eliminate that puss which will put additional stress on the liver, kidneys, spleen and other "filtering" organs. (That's what happens when one starts taking an effective antibiotic and then starts to feel worse for a few days.) That puss can even harbor additional infection that may rear its ugly head. Draining it will help minimize those risks.