They didn't adapt to any kind of melee weapons over the years. First Contact had them having phaser rifles used as clubs against they,then worf using his sword.
Whatever Energy based Shielding the Borg might've decided to mass produce / use might only be tuned or optimized for countering Energy Weapons and not optimized for Kinetic Energy impacts.
And the Average Drone moves around incredibly clunkily.
They didn't assimilate any martial arts to mass spread and train the muscle memories of their drones.
Unlike Seven of Nine which had individuality and can move flexibility and reasonably fast as a liberated drone.
Remember when she did martial arts in "Tsunkatse"; her speed, reaction time, power, and flexibility was pretty good.
Not enough to counter a beast of a man like 'The Pendari Champion' AKA (Dwayne "The Rock" Johnson).
But that's sheer raw power, agility, speed & toughness vs a Borg Enhanced adult human female's body.
There are probably practical limits as to what Seven of Nine can do.
And since the Borg Drones are part of the collective, their clunky movements seem to be hampered by their need to be constantly connected to each other and react more like Zombies then people.
Remember, when Lore influenced a split off Borg Drone Group, they were more individualistic, used tactics, moved around with far more fluidity, and cared for their fellow drones. Drone's weren't sacrificial.
If the Borg Collective TRULY wants to evolve to be competitive against individuals while maintaining a Hive Mind.
They need to work together collectively for a common goal, but share their knowledge and allow individuality, unique individual private thoughts, but maintain loyalty to the collective.
Thus allowing the best of both worlds.
Otherwise, they're just glorified Cybernetic Zombies with no true intelligence.
Their goal to assimilate their way to perfection limits their creativity and are more brute force computational monsters then a truly creative Cybernetic race.