The general public, including the masses who helped make TNG one of the most popular shows of its time, didn't watch DS9, and had no clue what the Dominion War was.
It'd have been very difficult to align a feature, which can take years to produce, with a series churning out sixteen or so hours of content (not counting commercials and credits) every year.
I agree. Add to this that the wider world hadn't necessarily caught up to the USA in terms of DS9 broadcasts, and the ongoing Dominion conflict might have made for quite a confusing story on it's own. Some international markets were still only up to DS9 seasons three and four at the time.