What Causes Pain Near Tailbone Despite Receiving Epidural Steroid Injection?

I received an epidural steroid injection for a bulging disc with my L5-S1. It has really helped but I still have some pain on the right side near my tailbone. It s not a shooting pain but feels more like a knot or something like that. Should that eventually go away as the injection takes more effect. I had the injection on Thursday the 26. I m scheduled for another one on April 9