Ziyal was a tragic character from the very beginning, but it wasn't over done or blatantly rubbed in your face. In fact quite the opposite, that she had seen the horrors that life had to offer and knew the value of making each moment count and being optimistic despite it all.
But it's another grand example of how DS9 handled it's subplots and secondary characters too. Ziyal not only had her own character arc, but influenced so many others too. Kira, Dukat, Damar, Garak. Heck, even she and Quark had a few moments. But just having her around was an example of the show willing to take chances and not just hit the reset button, but have real consequences. Be it her being Dukat's daughter, a child of the Occupation to Garak's lover even to finally killing her. An excellent plot and consequences that lasted well beyond her final appearance.
The saddest moment of all was when Kira and Garak, in what should've been the hour of their greatest triumph, were in the Infirmary with her body. Even though, there's no love lost between the two, they both cared for Ziyal. Kira says she loved him and Garak... in probably one of his few honest moments just says he didn't know why. Sad stuff.