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?
I love how there's this assumption that we're all stupid and can't understand there can be more than one setting in the same universe.
The only problem with pulling a new station and crew out of nowhere would be you'd spend half of the movie defining the setting and introducing the crew. Not that it's a bad thing, but just how it is.
Sure it's great to boldly go and meet new aliens, but it was DS9 more than any other series that really focused upon and defined the aliens in their area, giving them a measure of depth.