Just because the Prophets do not perceive linear time doesn't mean it doesn't happen. There's no way they can meet Sisko then decide to go back and conceive him. They had to decide to conceive Sisko because "he's the one" because without Prophet Mom Sarah there would be no Sisko for them to meet later on. Even if time doesn't exist for them, it does for everyone else.
So that leads me to the interpretation, that their first meeting with Sisko was just to size him up and for his own benefit. Helping him get over the pain of his loss of Jennifer so he could move on and be Bajoran Jesus without emotional baggage.