I think it makes perfect sense that Worf is so "subserviant" to authority and therefore is intimidated by a superior. He thrives under strong leadership and kind of falters when left to his own devices. As a Klingon, I'm sure its a great honor to serve loyally under a worthy leader. I thought it was a nice little character nugget that Worf is intimidated hy sisko and there is definitely evidence that he probably feels the same way about Picard and even Martok.
I'm not sure Worf is intimidated by Picard. He flat got right in Picard's face in First Contact when Picard called him a coward. I can't see Worf doing that with Sisko.