But the Feds were flying around in the GQ, and looking over planets for mining etc. And even if it wasn't "in" the space, between Fed and Rom. space there's a neutral zone...
Which is what you expect spacefaring people to do, fly around and look at things.
What does the Romulan Neutral Zone have to do with the Federation and Dominion in the GQ? The RNZ was created supposedly created out of whatever treaty that ended the Earth-Romulan War that set out a buffer zone between the two groups and set specific borders. No such agreement existed between the Federation and the Dominion, for one thing Federation territory and Dominion territory didn't come into contact until the Dominion owned Cardassia and the Dominion did not engage the Federation diplomatically to set up that sort of treaty.