That is indeed true! I guess that's another reason that shows why the Queen was a bad idea. The Borg succumbing to fear (or any other emotion, I guess) really defanged them... They were supposed to be relentless, like a force of nature, feeling neither fear nor sympathy, interested only in expanding the Collective.
I can accept (former) Borg drones, having been separated from the Collective, regaining such emotions. In fact this premise contributed to some of the most interesting episodes and characters in the series.
But the Queen is supposed to embody the Collective. Having her react based on her emotions (or her having emotions at all!) is something I would rather not see! It makes the Borg just another bad guy.
The Borg being invincible is not, in my oppinion, their defining characteristic (so them being defeated is understandable). It's the total dehumanization they represent. Their thought processes being completely different from ours. They operate on a totally diferent plane from ours.
Take that away and they lose their interest.