If the Borg's creation requires members of the NX-02 crew to be with whats-her-name in the past when the city crashes.... why were the Borg trying to prevent Earth's first warp flight in First Contact? Surely they'd be preventing their own creation?
The Borg didn't
remember how they were created. Nobody knew that until the characters in
Destiny pieced it together in early 2382. The Borg had no idea that humans played a role in their creation, so they had no reason to believe that altering Earth's history would be a problem for them in any way.
Anyway, I don't think it would've prevented their creation, because (according to the model of temporal physics I established in
Watching the Clock) the branch of history where the
Destiny flashbacks happened would still be there as part of the tapestry of time, even if it ceased having a future after it merged with the new timeline the Borg created. So anyone who time-travelled out of a timeline that was later "erased" would still be able to affect the past. Indeed, we've seen this canonically, for instance, in "Visionary" on DS9: the O'Brien from a timeline where DS9 was destroyed came back and prevented DS9 from being destroyed. He still existed and had an ongoing effect in the altered timeline even though his original timeline had been cut off.
So even if the timeline in which the
Destiny flashbacks occurred had been replaced with another timeline, the beings who went back in time from that timeline to a point before its divergence would still be part of the past, and any impact they had would still be part of history.