In general: That was not what they were doing
As stated in the answer to the question How does the borg hive-mind work:
Think of the Borg Queen (or any 'lead' Borg) as the brain, specifically, the Super-ego. It's the part that does the 'conscious' thinking, and decides on major courses of action. The individual borgs, on the other hand, have very little volition (in that they have no overreaching goals), but they do control individual details. Much the way you don't usually THINK about breathing, the Borg Queen doesn't have to think about the mini tasks required to keep the ship running; in your case, your brain (and spinal cord, hypothalamus.. gah.. not going to get into the biology here...) keeps it running on 'automatic' without your conscious intervention. Need to increase the o2 level due to a heavy work out? It happens. Need to contract vessels and keep heat in the body? No problem.
Many (although not all) of those functions you can consciously override (and the ones you can't, you can often influence by other behaviors), but you don't normally bother. Think of the Borg collective as a body (or, rather, the shared parts of their brains -- think 'distributed computing')... And it functions much the way a human body does.
It simply wasn't their task. They were on their way to regenerate. If nothing "special" happens like being attacked, they follow this "order". Only when they are attacked (Data tries to open the door to the queen), they get orders to attack.
Furthermore, it's not enough to assimilate people, you also need enough alcoves for the drones to regenrate. That's probably not really a problem when they assimilate a planet, as they've planned for that. However, if they have to assimilate on the fly as in First Contact, that could indeed be a problem. And why assimilate if they pose no threat and you can't use them (yet)?!