When we see Borg bodies disappear, for example in TNG "I, Borg", this always involves their fellow, live Borg removing something from their corpses, and
a functional Borg ship hovering nearby. When at least one of those elements is absent, no Borg corpses are ever shown disappearing.
So we could simply deduce that the Borg sometimes but not necessarily always go to corpses they have lost contact with, physically remove a memory element so that they can get the full picture of what happened, and then use their ship's transporters to either evacuate or disintegrate the corpse so that the enemy can't get that picture, or otherwise make use of the corpse.
tbh.. i thought that once ur assimilated ur midn wouldnt be stuck in that body anymore.. but.. it appears so...
Now does it? It may be that while there remains a brain in Seven of Nine's body, loss of that brain and body doesn't mean loss of Seven of Nine. Her consciousness could also
reside in the Collective, and could echo there forever, as sort of suggested in "Infinite Regression".
In "Unimatrix Zero", the idea that individual Borg would die for good when their bodies die would be more tied to the fact that the Queen or the Collective was specifically targeting these Borg for execution. Of course the Queen or the Collective would then take care to kill both the body and the disembodied consciousness.