The first introduction of the base identified that the Cardassians used it as a research station on psychotropic drugs
...Which seemed to take up all of one room and involve two test subjects. For all we know, similar research took place on Empok Nor, and played no greater role there.
If you could explain why it would be better to just build refineries in Montana or some other border state with Canada instead of building the pipeline, then your very logical question about building ore processing plants on the surface on the world would make a lot more sense.
Oil flows; ore doesn't. In order to move ore any appreciable distances, you need waterways, or in a worst case scenario you go for the hugely more expensive option of using a railroad.
Whether ore in the Trek reality would flow is unknown. Beaming it to orbit would appear cheap and simple, but we may be deceived as to the true cost and complexity of beaming because we see Starfleet (with is high priorities and endless resources) use it so liberally on small-scale applications. Flying it to orbit in suitable barges sounds expensive, plus we never saw such barges in either Cardassian or Bajoran hands.
Or did we? Both Cardassia and Bajor operate two types of commonly seen triangular ship, but with interstellar capabilities that would appear completely superfluous to the ore barge mission. Cardassian allies also operate a type frequently seen in Bajoran hands - the one originally appearing as the Wadi ship (or was it perhaps a Bajoran ship transporting the Wadi after all?) and featuring the same sort of "warp engine" hexagons as one of the triangle ships, plus the same sort of hull rings as the Cardassian patrol ship.
If Bajor got its share of Cardassian interstellar hardware when the occupiers withdraw, it would seem odd for them to fail to obtain the supposedly less precious ore barges, too. I mean, if the Cardassians didn't take along or blow up all of their warp vessels when they left, why should they take along or scuttle mere barges?
We could of course also argue that these common types were Bajoran, and Cardassians stole some during the occupation, explaining why they couldn't take all of these from Bajor when withdrawing (and why Bajoran refugees and terrorists had such easy access to these in, say, "Ensign Ro" or "Past Prologue"). This wouldn't help with the barge problem, though.