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Different episodes of different Star Trek shows portray assimilation in different ways -- in early episodes, it was a horrific surgical process but later episodes implied that all it took was injection of nano-probes using assimilation tubules. Picard underwent at least a partially surgical process. Even in the Voyager episode Collective, botched attempts at surgical assimilation are seen.

What is the reason for this difference?

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Short Answer: It's both nanotechnological and surgical. It is a process that depends on how much effort is required to make the potential drone or species compatible with the Borg Collective. The nanoprobes used in assimilation are absolutely necessary for any of the surgical augmentations that take place once a member of an alien species is converted into a drone. Nanoprobes also augment and/or suppress immune responses from the technologies required to interact with the Borg ships, power systems and recharge alcoves since the Borg hardware supplements life support for drones.

Wikipedia's Borg entry remarks:

The method of assimilating individual life-forms into the collective has been represented differently over time, only consistent in that infant and fetal humanoids have been grown in an accelerated state and surgically receive implants connected directly into the brain, as well as ocular devices, tool-enhanced limbs, armor, and other prosthetics. In Star Trek: First Contact, the method of adult assimilation is depicted with the more efficient injection of nanoprobes-(nanites)-into the individual's bloodstream through a pair of tubules that spring forth from the drone's hand. Assimilation by nanoprobe is depicted on-screen as being a fast-acting process, with the victim's skin pigmentation turning gray with visible dark tracks forming within moments of contact. The individual is then taken away for complete assimilation by drones; the individual has all traces of individuality removed and implants are attached to the new drone so it can become an integrated part of the collective. This method of assimilation is also shown to be much more surgical in nature; in "The Best of Both Worlds" the Borg essentially overlay the body with cybernetics, while in First Contact, a captured crew member is shown to have a forearm and an eye physically removed and replaced with cybernetic implants.

Since the Borg are dealing with species from all over the galaxy it can be safely assumed a powerful immune system may have great difficulty with many of the internal components of the assimilation hardware such as the subspace linking hardware that connects the Borg Hive-mind. The nanoprobes will likely act as a biomechanical immune interface allowing or forcing the subjects body to accept the technological enhancements. When Voyager's Doctor first began removing the Borg nanoprobes from 7 of 9, she began a wholesale rejection of many of the invasive organs and technology inside of her body.

Because assimilation depends on nanoprobes, species with an extremely advanced immune system are able to resist assimilation. Thus far, Species 8472 are the only race shown to be capable of rejecting assimilation attempts, and Phlox was able to partially resist the assimilation process in the Star Trek: Enterprise episode "Regeneration".

Nanoprobes are microscopic machines that inhabit a Borg's body, bloodstream, and many cybernetic implants. The probes perform the function of maintaining the Borg cybernetic systems, as well as repairing damage to the organic parts of a Borg. They generate new technology inside a Borg when needed as well as protecting them from many forms of disease and virus. Borg nanoprobes, each about the size of a human red blood cell, travel through the victim's bloodstream and latch on to individual cells. The nanoprobes rewrite the cellular DNA, altering the victim's biochemistry, and eventually form larger, more complicated structures and networks within the body such as electrical pathways, processing and data storage nodes, and ultimately prosthetic devices that spring forth from the skin. In "Mortal Coil", Seven of Nine states that the Borg assimilated the nanoprobe technology from "Species 149".

Surgical augmentations likely give Borg drones technological components which support their duties among the Collective or augment their defenses such as their personal body armor, force field projectors, superhuman strength augmentations and whatever other technology that helps them adapt to enemy technologies after only a few exposures to it.

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