Fleet? Other than a few shuttles and runabouts, my starship was the only one at DS9 when the 2800 ships came pouring out of the wormhole. Thankfully the Jem'Hadar ships were antiquated and I was able to punch a hole in their lines and get all the shuttles and runabouts to safety.
Um, there were 3 other starships there besides yourself and the Defiant (which launched) - you had to assist them while escorting the shuttles to safety.
As for Bajor - even in the Dominion War episodes on the DS9 series - the Dominion wasn't interested in Bajor - their Cardassian allies were. The Dominion forces simply wanted total control of the Wormhole (and Ds9 was just a good staging area next to it, so why not take and keep it?)
So, as far as this story goes, I have no issues with the fact that the Dominion forces (who are probably still disoriented and don't realize they're 30+ years in the future); are primarily concerned with holding DS9; and after see a Fed Fleet regrouping/massing around Bajor - want to solidify their control of the Wormhole and the station first.
But we'll see what happens over the next month.