Movies need big audience to succeed. Finishing off a DS9 plotline in a film would have been a very bad idea, since DS9 was heavily serialized and most of the casual moviegoing public wouldn't have a clue whats going on. And if you retell the story and details of the war in the movie so as not to alienate moviegoers and then win it, you render the entirely of the Deep Space Nine series pointless!
The alternative, telling a random disposable standalone "side story" set during the war while DS9 won all the main battles is a complete waste. Think of the early Babylon 5 stand alone TV movies, set during the ongoing story but having no impact whatsoever on them. They were utterly pointless. At most such a TNG war story would end with "Yay we won this battle which is ultimately meaningless in the grand scheme of things."
Ignoring DS9 (except for a few thowaway references) was the best choice they could have made. Just wish the story they did tell was less shit.