There was something in one of the DS9 Millenium trilogy novels, where someone asks why the Federation's enemies don't just keep going back in time to conquer Earth in the past. Worf said the Klingon Empire did try, a century ago. They sent fleets back using the slingshot maneuver, but they were never heard from again. It was originally thought they were destroyed going back through time, but another later theory was that they travelled back and succeeded - but in doing so branched off alternate timelines (this was written almost a decade before STXI, btw). So maybe the Borg tried and tried, but Borg-Prime never benefited?