SISKO: What is the point of bringing me back again to this?
JAKE: We do not bring you here.
JENNIFER: You bring us here.
TACTICAL: You exist here.
SISKO: Then give me the power to lead you somewhere else. Anywhere else.
OPAKA: We cannot give you what you deny yourself. Look for solutions from within, Commander.
SISKO: I was ready to die with her.
TACTICAL: Die? What is this?
JENNIFER: The termination of their linear existence.
(and she puts her hand on his cheek)
TACTICAL: We've got to go now, sir.
SISKO 2: Damn it, we just can't leave her here. Oh, no!
SISKO: I never left this ship.
JENNIFER: You exist here.
SISKO: I exist here. I don't know if you can understand. I see her like this every time I close my eyes. In the darkness, in the blink of an eye, I see her like this.
JENNIFER: None of your past experiences helped prepare you for this consequence.
SISKO: And I have never figured out how to live without her.
JENNIFER: So you choose to exist here. It is not linear.
SISKO: No. It's not linear.
This to me is the first defining moment of DS9
Every character in the show struggles with where they choose to exist emotionally and psychologically and how this prevents him from moving forward in life. Some come to this understanding (Bashir, Rom.. just to name two) and walk out of how they defined themselves or allowed others to define them into a new way to exist that is more of a choice rather than a reaction. Some are unable to do this and instead their being stuck psychologically becomes a cancer that consumes them (Kai Winn).
Bajor itself struggles with whether it defines itself as by the Occupation or whether they will embrace their future in the Federation and take on a newer and forward looking identity. They have to learn like Sisko that you don't lose the part of yourself that brought you so much pain when you walk into your future, you take it with you but it no longer defines you to your detriment.