Actually, I think there's quite a bit of reason to believe the Borg did perform a thorough mop-up of the Wolf 359 battle site.
1) There were no lifeboats to be found there when the E-D arrived. The Siskos might have been extremely lucky (or blessed by the Prophets) to avoid assimilation while virtually everybody else got assimilated.
2) The only known survivors of the battle are the Siskos. One would think Picard would have run into such people many times in his career before DS9 "Emissary", but it seems he hasn't developed a stock response to Ben Sisko's hatred yet. We know how many ships and people were lost in the battle, from TNG "Drumhead", but we never get any idea of the number of survivors. For all we know, there were sixty-two of those, to the eleven thousand lost.
3) People fighting at Wolf 359 were in VOY revealed to have been whisked to the Delta Quadrant somehow. These people were explicit assimilation victims; their ships could be counted as implicit assimilation victims, being turned into further Borg vessels in the style of ENT "Regeneration". After all, the Borg did go to the trouble of locking a tractor beam on the old Saratoga, and did leave behind lots of nearly intact wreckage rather than mere clouds of dust and gas - they could have been aiming specifically at capturing as many intact starships as they possibly could.
4) Finally, the E-D caught up with the Borg Cube. How come? The Cube was as fast as the E-D, and the battle supposedly was over before the E-D even sorted out her problems from the last engagement and got underway. Indeed, Admiral Hanson's message about the battle going down south adjoins a scene where LaForge says it will still be "a couple of hours" before they can go to warp. Apparently, the Cube spent a lot of time doing somewhere at the battle site. And it probably wasn't repairs, as we saw little damage in DS9, and much worse-looking damage was repaired en route, at warp, in "Q Who?"...
Timo Saloniemi