Yeah, clipless refers to the fact that there are no toe-cages or "clips" on your pedals. So you're "clipped in" because your cleat is attached to the pedal. They're kind of two different terms, in a way.

Barb, does your tailbone contact your saddle? If so, you can find a saddle that it cut out or recessed in that area, like mine. Don't know if that's the issue, but it might help. Good luck!
Shannon