I'm not necessarily talking about a DS9 movie, but a space station in general. Would the audience reject it and get confused that the movie isn't set aboard the Enterprise?
It would totally fail. Doesn't matter what it's about, who's in it, how it's written, how it's directed, how entertaining it is. As soon as it is NOT on the Enterprise, it's a total failure. The audience would be so confused, you'd have millions of people completely disoriented on the streets. Memory loss, blurred vision, skin irritations.