Ultimately, one odd thing about Dax as a character, overall, is how un-interesting, really, the whole concept of the Trill ended up being.
On paper, it seems like it should be fascinating. But... it never really was.
It's the execution more than anything though.
I think it's a little of both. Especially with Jadzia, it was difficult to care about her past lives as we never saw them, and the only one in the cast who knew Curzon was Sisko, and he had no baggage from the transition. To properly explore Dax's past lives, they had to bring in outside characters, which made things less meaningful to us in the audience.
With Ezri, it's a little better because all the cast had some sort of relationship with Jadzia, and there was a lot of baggage leftover from her death. Prodigal Daughter
was one of the few episodes where exploring the consequences of Ezri's joining meant they had to bring in new characters, and the results were predictably meh.
The Emperor's New Cloak (*)
EZRI: The Regent wants the cloaking device in three days.
QUARK: That's not much time. Cloaking technology isn't that easy to come by.
EZRI: You'll find a way.
QUARK: And if I don't?
EZRI: The Nagus will die.
That's like threatening someone with a lifetime supply of chocolate. (I suppose that might be torturous if you were diabetic, but that's pedantry.) I can see why Quark may be affected by such a threat, but as a viewer, that is a terrible hook. Before this DS9 rewatch, I was neutral on Zek, I neither liked nor disliked him. But I can no longer deny the truth; I dislike Zek. Zek is annoying, shallow, and represents the worst excesses of Ferengi culture. But the most damning thing of all is that he's not funny. If it were up to me, I'd let Zek die in the μniverse as a victim of his own greed and stupidity.
Sadly, Quark thinks differently and decides to rescue him. To do so, he must steal a Klingon cloaking device, which is no simple task considering all the armed Klingon guards, and the increased security during wartime... oh wait, stealing the cloaking device is apparently a trivial issue which is played as a joke. Seriously, how in the name of holy hell are the Dominion losing the war against these nincompoops?!
Anyway, Quark and Rom travel to the μniverse with μEzri, who is all edgy and shit. You can tell she's edgy because she's wearing a leather outfit and has spiky hair, and is wearing enough eye-shadow to supply the entire state of Belgium for three months. Oh, and she's a lesbian, because Star Trek is progressive like that. There's nothing more progressive than watching a woman in a leather outfit kiss a woman in a latex outfit in an alternate universe where everything is supposed to be twisted and evil. And let's not forget μLeeta, who is also a lesbian. Actually, let's forget about her, it's silly.
Not quite as silly as μVic Fontaine, who is a real boy. I can understand what happened here, the writers realised that this would be the last μniverse adventure and decided to throw as much crazy stuff that they could come up with into the story in the hope that the zaniness would distract us from the glaring plot-hole that underpins the whole episode; the fact that the Alliance already have bloody cloaking devices!
The μniverse has had a sad journey on DS9. It started out as a genuinely twisted and sinister take on DS9, with characters that served as an interesting parallel to those in the prime universe. But it soon became a place to have comic-book adventures without fear of serious repercussions, and the attempt to salvage the concept into something meaningful in Resurrection
resulted in a somewhat dull distraction to DS9's more interesting storylines. Now the μniverse must suffer the ultimate indignity, relegated to being the setting for a Ferengi comedy episode. What an inglorious way to go.