I always thought it would have been great if Seige of AR551 had been the finale or second to last episode of that season and Jadzia had died there, maybe getting shot in the back whilst trying to help a fallen comrade so then Worf could have still had his 'Jadzia didnt die in battle we must perform some suicidal mission to earn her a place in Sto Vo Kor' angsty subplot. Sisko, after the loss of his old friend and beign witness to the suffering and hopelessness of AR551 has a crisis of faith and retreats to his fathers resturaunt.
Im glad she didnt die in Change of Heart because imho the conversation at the end between Sisko and Worf about choosing between perosnal and duty would not have had as much meaning. Jadzia could have died but didnt. Worf could have completed the mission but didnt. Instead the person they were supposed to retrieve died and with him information that would have saved lives and helped the war effort. Did he make the right choice? Thats a question left to the viewers to determine.
If Jadzia had died then we would have been more focused on poor Worf nothing goes right for him rather than trying to figure out whether he made the right decision or not.