Apparently individual drones don't keep a record of every defense on them, nor do they necessarily carry a defense for every attack ever encountered by the Collective. Why would they - individual drones are expendable.
For the Borg, defense is a matter of experiment. Is the enemy shooting energy beams, slugs, or rocks at us? Send a drone out. It was killed, but now they know what the enemy is using.
Picard took down the former Ensign Lynch with a nice old slugthrower, but he wasn't attacked by any more drones after that, was he? It's likely that the next drones would've been ready for a hail of bullets.