It could be a staph infection (bumblefoot). The only time I saw it myself, I didn't treat it since opening the wound would have just been more trauma than it was worth, since there was no swelling or redness.
There are some threads on bumblefoot (go out to your search engine like google, and type "backyardchickens bumblefoot surgery" to search if interested (BYC search doesn't work too well).
It is a judgement call whether to clean it out or not. Most people I have noted do apply some sort of antibiotic ointment (no painkillers like "caine" in the ointment as they can be harmful to chickens I have read) when a chicken has a wound.
Of course the thing you worry about is that an infection might spread up the leg and be fatal. This can happen with bumblefoot, but in terms of how severe it has to be for this to happen, I have no idea.