They occasionally did, such as beaming photon torpedoes onto unshielded targets (VOY: Dark Frontier) or literally beaming components of the ship away to disable it (ENT: E²), but given how versatile they are I agree with you, I'm really surprised they didn't do it more!
Ya. I loved those episodes, I was about to give up on that show and then came Seven of Nine, such a joy to watch act and in general. It kinda annoyed me that the Borg were so stupid though.
Hell, just knock the shields down and start beaming the crew off the enemy ship.
Not as fun as beaming a material so dense it's expansion in zero gravity occurs at relativistic speeds.