That sort of happened. Tears Of The Prophets through Shadows & Symbols was a 3-episode arc, plus a main character died. There was even a siege, though it was the Alliance doing it on the Chin'toka System.
Those things did happen but the Bajoran rebel siege of DS9 lacked the emotional oomph that a (proposed) Dominion siege would have had in season 6. Combine really developed characters (DS9 characters) with a Year of Hell style plot (without the temporal shenanigans) and it would be probably be of the same level awesomeness as the first Dominion war arc.