I always would have preferred it if Sisko had gone into the wormhole specifically with the intention of asking the Prophets to help. I mean, we had that scene in "Favour the Bold" where he reads through the propheices looking for "loopholes." That would have been the perfect set-up for him realising he can ask them for help.
Instead he goes in with the intention of using his one little ship to fight off more than a thousand Dominion ships, because that
makes sense, and is initially annoyed when the Prophets interfere. It would have made a lot more
sense if getting the Prophets to interfere had been his plan all along.