My appreciation for the episode grew when I rewatched it on DVD, but I still feel that this would have been a better way to kill off Jadzia than red-eye Dukat randomly shooting her with his magical fire-beam. Even Terry Farrell felt this would have been the perfect way to exit the show.
Also, it would have made the war arc even more engaging, if one of the major characters died mid-season on a mission. Puncturing the bubble of safety around main characters is always a good way to up the stakes.
One of the problems I have with the way Jadzia dies is that while it wins points from me for acknowledging the often casual brutality of death, it just feels rather contrived. That sense of contrivance doesn't sit easily with the admirable decision to have her death be sudden and pointless, and that weakens the impact. "One day, you too might be visiting a temple when your best friend's arch-nemesis suddenly appears, possessed by the devil, and randomly kills you because you were in the way" just doesn't have any real emotional power. It can't offer much implicit commentary on death and risk and loss because it's too fantastical. "If you're in a dangerous profession you might not come back from a mission" has a genuine punch that is relatable and so would have added gravitas to Jadzia's death without detracting from the sense of shock or waste.