Well, the Ferengi have particular skill in hearing. Remember Nog who could distinguish Kira's voice in a transmission distorted to be unrecognisable. That might be something the Borg want. The Nausicaans might be brutally strong. Jem' Hadar are bred and designed for combat. These might be small 'advantages' but when you are trying to achieve "perfection", every little last advantage may help. In that view, a species would only not be assimilated if they have absolutely nothing to contribute (such as, apparently, the Kazon), at least nothing that the Borg already don't have.
I also wondered what the phrase "we will add your biological distinctiveness to our own" means, exactly. Does it mean that when the Borg assimilate a species that is particularly good at <x>, all drones gain that advantage, even if they were originally from another species ?