The Borg themselves say they are not out to conquer. They want to improve the quality of life of those who accept this magnanimous gesture of assimilation. And they eventually impose that improvement on those who resist - but apparently only after first removing the obvious means of resistance. They don't start "helping out" people before they have performed more pressing functions.
Sure, they would wish to eventually assimilate those "harmless" people "innocently" infiltrating their ship or otherwise walking in their midst. But apparently, assimilation is hard work: the injection of nanoprobes is only the first step, after which there comes surgical alteration, and perhaps a process of re-education and maturation. If the Borg don't need the extra labor force at the time, they're unlikely to assimilate if easier methods of subduing the opposition are available.
One might argue that the Collective should already know better than let humans wander around on the corridors of a Cube. But the Borg are also interested in learning from experience. If they don't allow their enemy to act, they won't gain the benefits of observing their actions and testing various remedial reactions. The worst the enemy can do is kill a few thousand drones, or a ship or two. And the Borg don't seem to consider such things unacceptable losses. Some stuff from VOY would suggest the Borg are immortal once assimilated anyway, so even the individuals would not be afraid of risking their physical bodies; the Collective, even less so.