... and it being such a shock in "The Host" that Trills are joined with symbionts ...
Remember, the majority of Trills aren't joined. And if you interacted with a joined trill, you wouldn't know it unless they told you, or there was a medical exam.
Sisko might have known Curzon for years before finding out he was joined, and if Curzon told Sisko this information in confianace, I can see Sisko keeping it to himself.
It's like when Kirk and McCoy found out the details of Pon Farr, I seriously doubt they told anyone about it.
On whether Trill is a Federation member, it is unclear, but I lean toward not a Member.
Risa is a Member. Worf made a statement to the effect that "Risa has the most elaborate (terraforming?) mechinism in the entire Federation." You really have to twist that around for Risa not to be a Member.