To compare the Borg to insects too closely would mean to establish that the Borg do not think forward at all. Insects can afford that, because their threat environment does not change: their current modus operandi is valid against known threats, and has evolved to be so through several million years. But the Borg live in a more dynamic threat environment than that.
Of course, one would assume that all of the enemies of the Borg would have attempted beaming aboard the Cubes at one point or another. And the Borg have had thousands of years to adapt to that. So perhaps it is
essentially harmless to let the potential opponents wander about? From the point of view of the entire Collective, I mean. Perhaps it's lesser evil to let a Drone or dozen be slaughtered or a Cube be blown up than to devote resources to intruder control?
After all, the Borg seem to learn mainly by reacting, by assimilating, by waiting for the enemy to make a move. If the enemy is not allowed to make a move, the Borg are deprived of key intelligence.
This doesn't really explain clear-cut self-defense situations such as ST:FC where the local, isolated Borg team should have been thinking of its own safety rather than the Collective good. Granted that they probably couldn't fathom how Picard and Sloane could do any harm even if let to wander, and granted that they had designs for Picard, but they should at this point have learned to expect the unexpected from Picard and his fellow Feds.