They were nowhere near the edge of the Delta Quadrant in that episode. They were much closer to the Alpha Quadrant border of Beta Quadrant, not too far from Romulan space.If they did, it might have been nothing more complicated than Romulan space being closer to Borg space than Federation space or anybody else's.
In the VOY episode "Message in a Bottle," the ship that was traveling along the edge of the Delta Quadrant (home of the Borg) didn't seem to take very long to reach Romulan space.
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