I do not care for this episode. Rene Auberjonois saves it a little, but the rest of it I can do without.
There's really no reason for it other than for us to learn that Curzon was in love with Jadzia. The problems with that are numerous. As has been said, how the hell did she not know about this already if she carries all of Curzon's memories? And it really does seem like the writers want the audience to believe that every male Jadiza encounters instantly falls madly in love with her.
And, of course, there's the fact that Dax, just for the fun of it, uses Quark's well-known attraction to her to manipulate him into doing something she knows will humiliate him.
But, what I remember most about this episode is that it was here that my dislike for Jadiza finally came into focus for me. In short, I find her pompous, self-absorbed and not really sympathetic to other people's feelings. The fact that she now carries Curzon's love for her as part of her own personality explains why she's like that - she is, in effect, romantically in love with herself.
Okay, I promise not to bad mouth Dax for a while now.