Its possible the Borg did this with others. There's the initial contact (TNG 'The Neutral Zone'), threat assessment (TNG 'Q Who') and then assimilation (TNG 'The Best of Both Worlds, Part One').
Or it could just be how they handled spacefarin' races that could put up a defense, since Picard's tactical knowledge was put to use to get all the way to Earth.
If the Borg cube was up against the USS Saratoga, assimilating first officer Sisko might have made a difference there.
Any particular reason why the Borg would want the first officer of such a small ship?
When Picard was taken, the Borg took the time to explain to him why - he was the captain of the most powerful ship Starfleet had, and thus, he would be their spokesman for the assimilation of humanity.
Given the Borg's own experiences with time travel, it's possible that they would be aware of Sisko's future exploits within the Federation.
The Borg traveled backward in time, not forward.