I think it would've been more interesting if Dukat wasn't a true believer, just a vessel for power. If he realized that Sisko commanded the Bajoran Gods and to destroy them is to destroy Sisko's power. He is just chasing the power to control, and beat, Benjamin Sisko because he is emissary.
I think that's what Dukat's intentions were when he first sought out the Pah-Wraiths--he thought he could control their power to his own ends.
But, as we had seen all the way back in "Prophet Motive," that species did have the power to overwrite the minds of humanoids in their image. And that's what I think the Pah-Wraiths did to Dukat: destroyed his free will.
BTW, for those of you who liked "Covenant," I have the PERFECT soundtrack for that episode.