Nanoprobe

If the borg could heal damage with nanoprobes and the shared power of the collective (VOY unity), and even revive corpses that have been dead for a while (VOY mortal coil), then why did the borg drones apparently die after being shot with bullets on the holodeck in first contact, and being shot with phasers throughout star trek (before their shields adapted), since they should just be able to repair damage like that?