Kai Winn's first choice would have been to be the emissary herself, to gain power through the Prophets.
They told her to screw off, so she tried to gain power through the Pah'Wraiths.
But, Winn never cared about the Pah'Wraiths or wanted to destroy Bajor, she was seriously convinced they would just use her as their 'Emissary'. Had she known they were just using her she would never have gone along. So in a way she did 'the error of her ways' in that she was stupid and made a mistake, but I don't think she ever thought she was not entitled to their power.