You may have a urinary infection as a consequence of the renal cyst. THe bacterial infection produces an irritation of THe urethra; which is a tube ha connect he bladder with the outside of he body.
Burning sensation in renal cyst is due to over heat in our body. Some people work in factories which is very heaty to their body and some do not drink water taking water in largwe amount reduces heat.
Burning in a renal cyst is common, in fact any infection in the kidney's or bladder is going to result in a burning sensation when you urinate. It is caused by the infection and pressure that is placed on the kidneys.