From "Through the Looking Glass":
SISKO: Well, I'm glad to see the two of you are getting along.
DAX: We have a lot in common. He's all yours.
JENNIFER: Dax tells me you're leaving.
SISKO: I thought I'd pay the Romulans a visit. See if I can convince them to help us.
In his wonderful mirror books, The Sorrows of Empire
and Rise Like Lions
, David Mack did not have Jadzia be the host to Dax. Instead Curzon is succeeded by someone else. He put up a pithy reason in the Treklit forum for this dialogue.