I suspect that Sisko is just a baseball fan in general, and as someone pointed out upstream, he probably wore the Giants cap as a nod towards Starfleet Command.I heard that story too about how the actors could wear whatever team they wanted in the show, and how Cirroc chose the Braves. The Giants moved from New York to San Francisco in 1957, so maybe Avery Brooks was a fan? I'm assuming he grew up on the east coast, but maybe not...
Avery Brooks is from my hometown (Evansville, Indiana), though I don't know if he actually grew up there. He has lived a significant portion of his life on the East Coast, but I don't know if that translates into his choosing a particular baseball cap for Benjamin Sisko.