Re: TP: Raise the Dawn by DRGIII Review Thread (Spoilers!)
The current Weyoun, Weyoun 9, was previously seen in Rising Son, Olympus Descending, and Warpath. It was only the Alpha Quadrant cloning facility that was destroyed; there were presumably copies of Weyoun's genetic/personality template back home in Dominion space.
I'm assuming Weyoun 9 wouldn't have the memories of the Alpha Quad Weyoun then. So the Weyoun in the tv series was saddened because his unique experiences would die with him.
"Can anyone remember when we used to be explorers?"