Certified GKH Gardening Expert
I wouldn't. It is forming a callus, which will protect the cactus inner tissue.
Even though it is infected, leaving it and treating the soil and plant with a fungicide will be a less risky process.
This article will help you with fungicide use:
Watering habits will need to be ideal to prevent this in the future. Cacti will appreciate a thorough drying period. This means letting the soil dry, thoroughly, almost down to the bottom of the pot.
This article will help you with cactus care: