I got bit on my abs by some bug, it grew pus. Put neosporin, popped it. Went away, but feels like a marble is still there. New one coming back, why?

Start over. How do you know a "bug" is responsible? Did you see and feel it? Neosporin did not "pop" it. The neosporin had no effect on the behavior of this. If it annoys you, see a dermatologist for a better diagnosis and definitive therapy based on that.
Still infected. Neosporin is topical. If you still have nodule, may have cyst under skin which can still reinfect. See dr for oral antibiotics, sometimes, may need actual incision and drainage if there is an abscess.