Why has this sty/bump never gone away? It doesn’t hurt and there’s no redness. Not sure what to do. (Photo)

I agree with Dr. Mazow below. This appears to be a chronic chalazion or granuloma and could be effectively treated with excision as an office procedure. I typically perform this procedure from the back of the eyelid thereby avoiding any skin incision. 
Best of luck!

Thank you for your question. This is most likely chronic chalazion. A chalazion is an inflammatory lesion of the oil glands in your lids. The end result of most inflammation is scar formation. Depending on how long this has been there it may respond to a Kenalog injection or excision. See a fellowship trained Oculoplastic surgeon for an in-person exam and consultation. 

Styes, AKA chalazion, are clogged oil glands.  While some of them may resolve on their own, some require medical intervention.  At this point, this is a chronic chalazion and I would recommend either injecting with kenalog or surgically removing it.  Best to seek an oculoplastic surgeon. Good luck!