You might have a point there as a fair chunk of my favourite DS9 episodes are standalones whereas none of my favourite B5 episodes are. However, B5 was also a much more serialised show, with S3 and S4 being much, much more serialised than DS9 ever was. B5 was actively trying to show how television could be transformed in to something more literary, whereas DS9 was just a very awesome Star Trek show.
I also think B5 explored its themes in a much deeper, more meaningful way. Sinclair's spiritual journey from broken war hero to Minbari messiah, or Sheridan's experiences with Lorien and Za'hadum touched me more deeply and were more evocative concepts, than Sisko tackling a demon-posessed Dukat in order to destroy a magic book.