I'm sure the Romulans want everyone to think
that they always manipulate things from behind the scenes. It's much easier than actually having to manipulate things from behind the scenes. Making the enemy paranoid is probably just SOP for the Romulans.
Anyway, the Romulans would have
to recognize that after the destruction of the Klingons and the Federation (and the assimilation of the Cardassians into the Dominion) that they'd be next on the Dominion's hit list, and
that they'd have no back-up afterwards. Besides, as allies of the Federation, they have a chance to recruit and place agents and observe Starfleet tactics for the post-war hostilities.