The ancient Greeks had GODS-as in more than one GOD. Let me think...there was Zeus, Apollo, Athena, Aphrodite, Hera, Nyx, Erebus, Artemis, Hermes, Prometheus, Poseidon, Ares, Hades...and no telling how many more I didn't name.
Maybe the Bajorans have multiple GODS and they call them prophets instead of GODS. And maybe those GODS live in that wormhole because that's their Mt. Olympus or their Heaven. Has anyone considered this?