Think the main issue behind this perception is the fact that most Star Trek aliens are simply "reskinned" humans. Not just humanoid, but pretty much human with some added feats like changed noses, horns, hair style, ears, etc. Lots of these features are simply hard to see under/behind Borg modifications. Hide a Vulcan's ears and he looks human. Hide a Bajoran's nose and he looks human, etc.
Looking at it from a further perspective (humanoid vs. non-humanoid) I think it really depends on which creatures/aliens/animals you're looking at: If I remember correctly, they favor gaining new technology by assimilation - not additional numbers - so they'll concentrate on sentient life that has technology being useful for them. So we can exclude all animals and lower lifeforms as "not interesting enough". Also using non-humanoids might be troublesome, as they'd have to adapt their ships, etc. (doors, bridges, etc. might be too small).
Furthermore, most spacefaring species in the Star Trek universe are humanoid. There are several "aliens of the week" as well as shapeshifters being different, but I'd simply say they're either a) too powerful to assimilate (Q, Caretaker, etc.) or b) not compatible (i.e. they can't be affected by nanites; again Q, possibly shapeshifters) or c) just not there anymore. The only non-humanoid aliens featured several times I can remember (not being completely overpowered, but close) are Species 8472 (in STO refered to as Undine). And it's been stated several times that the Borg tried to assimilate them (and it actually happens in STO; if you consider their episodes/story).