I guess the characters would worry about the eventual receipt of the transmitted message, but from the point of view of a viewer who saw First Contact and TNG series, the message can do no harm. I mean, the Borg, shortly after meeting Jean-Luc & Co., already knew where Earth is!
Also, from Voyager (the last ep, actually), we also know that the Borg view that particular temporal incursion as a defeat, so the reception of a message from several re-defunct drones might drive home the point even more.
So, I suppose the story was meant to be enjoyed from the perspective of, "Tee hee! I know something you don't, Capt. Archer!" And I did enjoy the episode. The tension was kept to the very end; I thought too, along with the crew that after Archer and Trip's firecrackers went off, that was that. I liked the regeneration after taking a big hit bit- very Borg!
Besides, after Janeway's having and only tasting her cake (the future incarnation got blown up with the Queen), is there anyone out there to receive the message anymore? Does Starfleet SETI?