Maybe they just don't want to remember the Vaadwaur. I posit that the Borg, being a particularly unsentimental folk, intentionally purge some memory files as part of bringing order to chaos.
The Borg are interested in things that are biologically or technologically "distinctive." The Vaadwaur were pretty much destroyed by the Turei 900 years ago. At the time, the Borg only controlled "a few systems." The Turei then took over the "Underspace" corridors.
Cut to today: We know the Borg didn't take over the Vaadwaur homeworld. If the Borg encountered any Vaadwaur or Turei in the last 900 years they would know about the subspace corridors. Yet, the Turei confidently lay claim to the entire network and don't seem worried about the Borg (though this could be sheer bravado). In other words: the Borg are not interested in the Underspace or the Turei and certainly not interested in the Vaadwaur.
If you want to bringing order to chaos, it probably helps not to spend time thinking about the Vaadwaur, just like you and I don't spend a lot of time thinking about Milli Vanilli. In fact, when a Milli Vanilli earworm pops up it's really quite distracting. If I could flip a switch and erase my memories of Milli Vanilli, I probably would. And I think the Borg Queen agrees with me. Girl, you know it's true.