Complex ovarian cysts are generally benign. The risk of malignancy is generally higher among postmenopausal women. Since you are post menopausal, hence your gynecologist is cautious and to be on the safe side, is getting your CA125 levels done.
It is very difficult to precisely confirm a diagnosis without examination and investigations and the answer is based on the medical information provided. For exact diagnosis, you are requested to consult your doctor. I sincerely hope that helps. Take care and please do keep me posted on how you are doing.