Did the Sovereign-class participate in any DS9 battles?
No. The only Sovereign ever seen was the big "E" and that was only seen in the three movies.
Real world reason is probably that a "hero" ship like that (which is larger than most other Starfleet ships) would stand out in fleets, rather than blending in, the way that Excelsiors, Mirandas, Nebulae, and even Galaxies do. You can't have some guest ship upstaging the Defiant!