As a diagnosed patient, I would most certainly continue to have it worked up until I had an answer. I am currently being treated at the University of Chicago Breast Center and they are wonderful. I see you are from the Chicago area. There is a great surgeon there, Nora Jaskoviak. She's young and tremendously skilled and would be a great person with whom to consult (in my opinion). Best wishes to you both.
Chris
Evidently your friend has seen her Physician regarding this problem. If she has had no improvement then she should keep pursuing her concerns with her Dr. If she still gets no results perhaps she would benefit from seeing a breast specialist. A biopsy at this point doesn't seem reasonable; it would be a blind biopsy since nothing in the way of a specific trouble spot has been demonstrated by exam or test.