Some of the theories in the comments of that page combined with the breakdown offers up one concept that I kinda like and seems to fit--
Romulans are reverse engineering Borg stuff to find a way to become a true power again after losing their home world. We see warbirds around the Borg cube, and a couple shots of Borg's on operating tables with implants being removed. Between Picard, Hugh, and Seven, we know assimilation can be reversed if the doctors have the time and resources to do it.
The Romulan prison is potentially where post-Borg drones are being held. Given a few errant lines, they have no idea who they are now, before they Borg, or being a Borg (unclear). Dahj is among them, and clearly considered special.
At the end of Voyager, Janeway "erased" the Borg Queen, who we know could transmit herself into different host bodies. (They retconned her to being aboard the cube in Best of Both Worlds, and despite being nuked in FC, she showed up in Voyager (played by a new actress, and in the finale, as the original actress).
So the theory is, Dahj potentially has the code/memories/nanites/whatevers to be the next Borg Queen, and the Romulans need her to assume control of all the Borg tech their messing with. For whatever reason, she escapes and comes to Picard for help.