Dal Rassak wrote:
I've just thought of something else... I reckon Dukat got that attached to her not just because of her being symbolic of his whole Bajor obsession (good point, Royal Family), but because she is actually willing to believe he's perfect; she wants and needs to believe that. Being such an essentially narcissist individual as Dukat is, that kind of adoration on a daily basis would certainly go down like honeyed wine...
We have a winner!
This is a large part of what I think is going on.
At least personally, though, I think there is one other layer, too (though some may disagree with me on this). I think that Ziyal also embodied, in some ways, the better angels of Dukat's nature--and when she died, his last chance of "salvation" died with her.
(This is also part of why I characterize my alternate-universe version of Dukat the way I do: in that universe, the father and daughter are said to be very similar by those who know both.)
As far as Ziyal's naivete, I consider her psychological development to have been stunted by her captivity on Dozaria. Add to that the fact that in essence an impossible fairy tale came true for her (the idea that her father would be a knight in shining armor rather than coming to kill her), AND she was subsequently raised by a man whose psychological development was also quite immature...it's no wonder Ziyal is rather messed-up, though it displays in a much more innocent fashion than on Gul Dukat.