the Borg Queen did die on the Cube in BOBW, but since she's not exactly a normal mortal being since she exists as a personality in a hive-network of a cybernetic organism, she's not only a different kettle of fish, she's a special kettle of special fish.
Did the Borg Queen die? Are we sure she didn't get off somewhere between Wold 359 and Earth? If she managed to download her consciousness elsewhere before her physical form was destroyed then she wasn't REALLY killed was she? Just like she wasn't REALLY killed during First Contact or Endgame, merely set-back. If we can respect her ability to survive by means of technology, why can't we respect Janeway or Sisko's ability to survive by means of aliens who have abilities and technology indistiguishable from magic?
Well, it is plausible she stopped the Cube and got off, given the later appearance of W359 assimilatees in the DQ. But, yes, you're point that she didn't die in FC is true. Endgame, i would say, was at least Author Intent that she died.
Sisko didn't die. He was teleported out of danger.