Indeed. The straightforward thing to do would have been to move with the border. Wanting to live under Cardassian rule is kinda masochistic.
About planets with a partly Cardassian population under Federation control, I guess there were initially normal tensions but I doubt that the Federation armed its settlers like the Cardassians did. Then again after the Maquis emerged it is easy to imagine that planetary governments start to mistreat the local Cardassian citizens.