"Emissary" was the initial point of contact between the Prophets and Corporeal Entities.
Not including the Bajoran poet whom the Prophets rescued 200 years before Sisko even arrived on DS9, or all the orbs sent over thousands of years to Bajor, or the Sarah Prophet controlling a woman to mate with Joseph Sisko, and so forth...
The Prophets very much know what linear time is and were just stringing Sisko along and perhaps everyone else by pretending they were 'understanding' corporeal entities. The fact if the Prophets live in a non-linear realm which transcends the whole universe then the wormhole is probably the gateway out of thousands (or more) dotted throughout the universe. The Prophets definitely live in a higher dimensional plane and the wormhole is a mere point in their realm whilst being a short cut between two points of the galaxy.
The Prophets seem to have this gift of changing timelines and corporeal beings are aware of this (referenced in Accession
) whilst having the ability to not be affected at all by changes in the timeline. So the Prophets must understand linear time and corporeal beings inside out.
In fact just saying initial is a misnomer because if the Prophets could see the future, then they would have known all along Sisko's first meeting with them.
Initial is such a corporeal term...