What Causes The Formation Of Air Filled Blister On The Burnt Area?

I burned myself with caramelized sugar...I ran it under cold water and went to the ER where I was given ointment and nonstick gauze for when the blister popped. The blister went down but never popped and now it has formed an even larger bubble that looks like air (no fluid). The pressure is very uncomfortable...what should I do?