Probably it does, yes, and that's probably because that's the way Sisko feels about them too.
At the beginning he's respectful but still definitely only thinking of them in terms of the aliens he's used to dealing with as a member of Starfleet. By the end he's more used to thinking of them in a spiritual context - if not believing them to be gods himself, at least used to dealing with them in that way. Part of it may be just that he's surrounded by Bajorans always referring to them as the Prophets and a person just gets used to that, just like saying sidewalk
instead of pavement
instead of toilet
And since Sisko is our primary Starfleet POV character in the show, it stands to reason that the show itself would begin to feel that way as well. IMO, natch.