I thought the reason the writers went with another female Dax was because if they went with a male Dax, there would have only been one female regular (Kira) on the DS9 cast.
Ding ding ding! We have a winner! It was more about cast balance than anything else. Terry was leaving, and it was convenient that her character had a way to carry on in a way with a new actress. The cast was definitely male-heavy, so bringing in a new female Dax was a no-brainer.
It's interesting to discuss other possibilities though, including a male Dax. I was also thinking during a recent re-watch that it would have been interesting to keep Miles' daughter as an older girl when she came through that time portal instead of bringing her back as her normal age. It would have been interesting to see if she were to adapt and actually stay aboard the station, eventually she could have been a love interest for Jake or even Nog. Or just to have her away from the station and have the O'Brien's dealing with that would have been interesting. I wonder if they considered that while writing the script since it was one of the later episodes?