I agree it would have probably worked better to have Jadzia die here and introduce Ezri mid-season instead of the first half of season 7.
Oh, they could have stretched out a dramatic death that would allow Jadzia to die on DS9 rather than him simply finding her dead. Worf gets her back to the shuttle, gets her in stasis on the runabout and then back to DS9 but alas it is all for naught, the Good Doctor can't save Jadzia, only the Dax symbiont. That last scene between Worf and Jadzia becomes their goodbye scene. Then we get to watch Worf slowly lose his mind knowing her death was his fault.
I've never found Worf interesting, especially on DS9. The only times I don't want to fast forward through his scenes are when Bashir and O'Brien were also involved. I found his issues with Jadzia's death pretty boring, but if he had to deal with it being his fault, that might have been less of a snooze fest for me.
Taking your idea a step further... what if Worf made the same choice he did -- Jadzia over duty -- but by the time he brought her back to DS9, it was too late and only the symbiont could be saved. (Which would probably require her to have a different type of injury -- one that couldn't be treated with the medical equipment on the runabout.)
What if both Jadzia and the guy they were supposed to save died?
You still get Worf choosing to forsake duty. But he has more to deal with than just Jadzia's death. He has the lose-lose situation where his sacrifice of duty was unrewarded and he has guilt over not protecting Jadzia. And the Dax symbiont survives.
Or is that too dark?