Yes, exactly. Pilots are often more self-contained and TV-movie-like than regular run episodes, and so with "The Cage." Here the central character had kind of a psychological dilemma and didn't know whether he wanted to continue with the life he was leading. After his experiences in the episode, he seems to be more at peace and, of course, ready for more adventures.
When you put it that way, it sounds exactly like "Emissary." If we only knew Benjamin Sisko from the pilot episode, we'd probably think he was a pretty grim, morose figure as well.