Physically destroy Bajor? Or destroy the Bajorans? It's not as if the Dominion wasn't going to become a heavy-handed oppressor eventually. They leaned on the Cardassians until they ended up massacring them. What would they have done to the Bajorans? Leave them alone?
They massacred the Cardassians after the Cardassians openly rebelled violently against the Dominion.
There is no evidence at all that the Dominion was going to bother the Bajorans much or that they even considered them worth much effort.
Weyoun specifically shot down Gul Ducats presuming that he was going to retake Bajor (after taking Terok Nor) and resume his role as overlord there.