why not just build an engine to drive a small warp core, aim it an enemy, send it at warp speed and cut a hole right through everything and detonate it to blow up an entire fleet of enemy ships?

I think there have been a few instances of warp-capable strategic missiles in Star Trek, an ep of Voyager (I think) springs to mind where there was a swarm of sentient planet-killer missiles left over from a war that was long over. So some species have done it.