There isn't really any good explanation for this. TPTB simply decided to dumb the show down so that LCD viewers wouldn't get 'confused' (
) by seeing changelings with different appearances. There is no in-show explanation that makes any sense. Some fans try to use the excuse "they were trying to make Odo feel more comfortable so they copied him", but really that makes no sense at all considering that they looked like Odo when he was nowhere around.
Ultimately there is nothing that can be done with this point other than chalking it up to a major series fubar that detracts from the integrity of the show.