I thought he did
interact with the Pah-Wraiths, that they actually invaded his mind.
Remember how the Prophets forced the Grand Nagus to believe the way they wanted, but undid it when it was explained to them that it was wrong? I don't think the Pah-Wraiths had any such compunctions, and I think that (ironically considering Dukat's massive ego) they screwed with his free will during "Tears of the Prophets" and that after that he was never the same. (Which doesn't undo the fantastic acting in "Covenant," BTW.)