Do you wonder if the borg was actually surprised, or if it just knew if it acted surprised then it would be more likely to convince people to join? Hedging it’s bets on the very slim off chance that displaying some kind of emotion would be enough to persuade. It knows it is extremely unlikely, but it also knows that extremely unlikely is still greater than 0 and in an infinite and expanding universe, eventually that greater than 0 would work out at some point.