This question remembered me of a short story in the DS9 anthology "The Lives of Dax", which i read ten years ago, where a answer was given.
Here is a summary from Memory Beta: "Dax first met Starfleet officer Benjamin Sisko when the young cadet was assigned to him as attaché at Pelios Station in 2353. The two would form a close mentor/student relationship and Curzon would once describe Sisko as "The best friend I ever had." (DS9 - The Lives of Dax short story: "The Music Between the Notes")
Curzon was actually noted to be on Pelios Station in a deleted scene from "The Maquis".