I'm not sure it is as simple as "prefer dictatorship and terror of the Obsidian Order". I think they wanted order and clarity. Hated the Order but didn't necessarily hate Central Command. And giving up "ephemeral freedoms" could be a small price to pay for structure, order and hierarchy military rule enters into their society. The Cardassians are not humans, so assuming they think exactly like humans is a bit off. They could have a bit different needs of how they belong to their society and what kind of society they consider safe and comforting.