The Borg, when they assimilate, alter the victim's body completely, alters their mind, completely pushes away any emotions that person has, takes away their identity and any sense of self they ever had, and puts them into use as if they are cogs in a machine.
The ones the Borg kill are actually the lucky ones.
They are worse than evil in every sense.
(Upon reading an earlier post, I do find the idea of all those ships at Wolf 359 just being empty actually even creepier and much more horrific than what we saw, though we do learn later they did assimilate at least some of the people. Good call on that.)
Side note: the Cybermen of DOCTOR WHO... I feel the same about them. They are very similar, and I find them far creepier and deadlier than the Daleks.