In part, I believe, because DS9 wanted to do all the things no other ST had done before.
By the time DS9 came around, the rich world of ST had already been well established. With this vast background, what was DS9 gonna do that's new and different? Not the same old, same old.
In almost every respect, DS9 did something different from any prior ST.
Serialized storylines rather episodic adventures.
Stationary outpost rather than venturing starship.
Married (widowed) father as leader rather than single childless captain.
Many civilians rather than few civilians.
Several non-Starfleeters rather than all Starfleeters.
Many aliens rather than one or two.
Integral religious aspects rather than a few isolated eps.
I don't think DS9 was intended to be a ST series examining religion, but as part and parcel of Bajor, it
was a ST that would regularly incorporate it.
And even if it wasn't about Emissaries and Prophets and Orbs, I still think DS9 would have explored religion in depth anyway. Just to push the ST envelope, just to do something different in ST, just to not re-hash and to instead innovate in new ways in ST. Cuz that's what DS9 did.