If they get too big they can become a real nuisance. I’d at least do a warm compress for a little while.
I had a stye several years ago, and a hot compress helped. I didn’t use a warm compress; I microwaved a wet washcloth until it was just slighty less than unbearable against my skin. I used a dry washcloth to hold the wet one.
The stye went away after a few days after I started regularly doing that.