That sounds pretty convoluted. Worf knows
Breen evaporate at exposure => he quotes a rumor
that Breen appearances are kept secret by all the witnesses dying before they can report?
Sure, witnesses dying would help keep the secret, any secret. But it's really quite irrelevant if there's nothing to witness. Which means Worf doesn't know that the Breen cannot be de-helmeted and witnessed, or Ezri doesn't know this and Worf likes to play up the mystique.
We may argue that neither Kira nor Dukat were UFP or Starfleet personnel, and that neither Ezri nor Worf come from a Federation member species, which gives us the opportunity to assign "national" motivations for secrecy for each of the characters. But that takes some doing. Or we may find arguments for why Ezri and Worf would be especially ignorant individuals. Heck, we may even say they are talking for the benefit of the inevitably eavesdropping Breen! But simple explanations based on the true nature of the Breen are basically still out of the question, due to the wording of Worf's ignorance/deceit.