The Dominion already had similar long range transporters - weirdly they only used it for dramatic Vorta escapes and not to, say, beam an armed torpedo into the Federation President's office.
Well, there was no episode that would actually have presented evidence of a Dominion long range transporter existing - but somehow
Worf had become convinced that such a device did exist, and could explain Kira's kidnapping, in "Covenant". I wonder what the Dominion did with such a transporter to make Worf so convinced?
The escape of the Vorta in "Jem'Hadar" could be explained without long range transporters: simple standard transporter, coupled with a cloaked ship, would be plenty enough. And Kira's kidnapping was never thoroughly analyzed, only speculated upon; a standard transporter could have snatched her off the station to a waiting ship, say.
Risk versus gain: One transport might not be lethal or even that risky; but repeated use might stack the damage or increase your risks of something going wrong.
Exactly. That was explicitly the thing that had stopped the UFP from using the "High Ground" space-folding trick (it worked fine, until you died). The "Bloodlines" subspace transporter was said to be unstable and an energy hog. And the sub-quantum teleportation in "Daedalus" was apparently too dangerous to be even tried out. Scotty's invention could be similar to one of the three, or then something else altogether.