Dukat was always far more interested in Dukat's best interests than Cardassia's, it just happened to be that for a time he thought was was best for Cardassia was for him to have as much power as possible. I didn't see him as a true worshiper in that he believed them to be gods or anything. He just wanted to use/help them because they had similar or closely linked goals, so I've never had as much of an issue with where he went in the final seasons as some around here have.
The execution could have been better, you're right. I think it would have helped if we got to see Dukat develop between "Waltz" and "Tears of the Prophets". Maybe having him interact with the Pah-Wraiths or some senior fellow in their cult, instead of the realisation of that the could help him/he could help them destroy Bajor happening out of sight.