Actually the drones that were "freed" by Lore did fire at people. And I'm sure the Borg would adapt to having firearms if they ever felt like they needed to.
You shouldn't assume that just because nobody's replying to a point means that they're not paying attention. It could, for instance, be due to a lack of interest in rebutting that point.
Or it could be that you're right.
The bottom line is that we've never seen a Borg try to assimilate a Jem'hadar or a Vorta, and the only way to know whether or not they _can_ is to see them try. You're only immune to poison/foreign objects until you find one you're not immune to.