They sort of did, which is the very reason Martok is amazed. It's difficult to tell whether the device went off or not: the Breen sign nothing in "What You Leave Behind", and stand right next to Cardassians and Starfleet/Klingons/Romulans in what might count as the winners' podium (perhaps they officially disavowed the Dominion at the last second?).
There weren't enough chairs. They were in the room when the surrender occurred. Plus there was that Breen looking down in defeat. Nope there was no bomb on the Breen homeworld.
Unlike the Klingon case, fear of retribution did not stop the Breen. Although something obviously did, because Starfleet Headquarters still stand after the attack.
They never said they were afraid and were ready for retribution or they wouldn't be heading to Earth. It was just one of those "Destroying an Empire to win a war is no victory and ending a battle to save an Empire is no defeat." Kahless moments.
As for the need for a list, there's none in Martok's statement. None of the threats you list are "races" anyway, save for the Xindi. (Whether they tried to hit Starfleet Headquarters initially is unknown - perhaps their aim was as bad as the workmanship of their probe?)
Maybe the Breen weren't targeting starfleet headquarters either. They could have been targeting something else and missed, hitting starfleet headquarters instead perhaps. We don't know if the Breen were in control of their ships when they attacked earth either. Maybe the dominion took control of their ships with the same technology used to take over the Defiant in episode "Adversary"
These were times the Borg were referred to as a race
TNG "I Borg"
CRUSHER: I just think we should be plain about that. We're talking about annihilating an entire
race.
GUINAN: If you are going to use this person to destroy his
race, you should at least look him in the eye once before you do it. Because I am not sure he is still a Borg.
VOY "Scorpion"
JANEWAY: In the words of Jean-Luc Picard. 'In their Collective state, the Borg are utterly without mercy, driven by one will alone: the will to conquer. They are beyond redemption, beyond reason.' And then there's Captain Amasov of the Endeavour. 'It is my opinion that the Borg are as close to pure evil as any
race we've ever encountered.' What's so funny?
CHAKOTAY: We'd be giving an advantage to a
race guilty of murdering billions. We'd be helping the Borg assimilate yet another species just to get ourselves back home. It's wrong!
TNG "Q Who?"
Captain's log, supplemental. We have been attacked without provocation by an alien
race which Guinan calls the Borg. It appears that we have neutralised their vessel. Commander Riker is leading an away team in an attempt to learn more about them.
VOY "Inside Man"
HARKINS: And this is the research lab where most of Pathfinder's homework gets done. All the datastreams are compressed here and then transmitted all the way to the Delta Quadrant. Your teacher tells me you've been studying some of the Delta Quadrant
races that Voyager's described to us. Who can name one for me?
GIRL 1: The Talaxians.
HARKINS: Very good.
GIRL 2: The Ocampa.
HARKINS: That's right. Who else?
BARCLAY: The Borg! The Borg! They assimilated my hologram. That's how it disappeared.