If I may invoke a certain metaphor from a certain former vice president's lecture-movie.
Throw a frog in boiling water, it will jump out. Raise the temperature gradually, the frog will stay in the water until it dies.
That's exactly what they did to Cardassia and hoped to do to Bajor. Remember, they started out by saying 'We'll just send some Vorta to Bajor, no Gem Hadar'. Then the plan would have been, wait till they get used to that. Then more Vorta. Then maybe, just a few Gem'Hadar, unarmed. Then armed. Before they know it they're a Dominion planet.
It's all about resource management. Take a planet intact without expending any resources, or spend resources to take it demolished. Show the AQ your only enemy is the Federation and you'll be left unharmed if you stay out of it, or show the AQ that you will attack defenseless planets and then have to take on more fronts at the same time.
The Dominion wanted to take the AQ piecemeal. They wanted to take on as few enemies at a time as possible, and get the greatest gain for the least expenditure, and not invading Bajor was the best way to accomplish that.