Jadzia should have been in the final montage in What You Leave Behind. Certainly though killing Jadzia was just the bold move you had come to expect from DS9. The whole Pagh-wraith thing really was a weak point in Dukat's character arc, but the fact that he did murder Jadzia quite casually was crossing a proverbial Rubicon with the character that whatever admirable traits he had, he was quite nonredeemable. The shock value of Jadzia's death, and the consequences thereof are full of just the character goodness one had come to expect from DS9.
I find myself surprised she's supposedly expressing willingness to return as a guest or what not when she threw a fit over a snippet from a previous season being used in flashback even threatening legal consequences. I would imagine that was why she wasn't asked for a part in the finale, despite whatever lip service Ferrel gave to being willing to return.