It does seem odd that the only officer from Deep Space 9
was Worf, at least from an "in-universe" perspective. I'm not quite sure what role O'Brien would have played in First Contact
, as I can't quite see him fighting off the Borg and, at most, he'd have ended up with Barclay's lines, in place of Reggie. Then, of course, people in this thread would complain that O'Brien didn't really belong in the movie and Barclay should have appeared in the movie!
Miles already had his farewell scene with Picard in the first episode of DS9 and also his last appearance with TNG cast in All Good Things
. They were nicely done and there didn't need to be anymore appearances since his character had graduated into a main character on DS9.