Except it kind of does given that one of the main plot points of MiaB is Voyager establishing contact with the Federation for the first time since the show began.
Then I'd think they'd be relayed to a Federation station not a Bajorian one. Stealing a Starfleet ship and the Romulans entering Federation space without permission is a violation of the Neutral Zone treaty. The crew of the Enterprise would be more likely to be involved than anyone from DS9 due to the diplomatic nature of the situation. If anything, a crossover with TNG makes more sense than DS9.