I watched a few scenes of it yesterday with my son. I don't know how fair it is to call it the best of the pilots: DS9 was definitely standing on TNG's shoulders, so I think it has an unfair advantage. What stands out is that major emotional issues were already well established. Family was already a compelling issue. Each character was immediately invested in a position. And it established a compelling villain.
Perhaps what is unique about The Emissary is that, at its heart, it is a character study. While the Prophets curiousity about human nature has the esotericism that typifies many ST episodes, so much of Sisko's psyche was revealed in the process. Indeed, I found the question of dwelling on the past to be poignant (almost too much).