It always confused me as to why, after the wormhole aliens were discovered, the Bajorans still believed in their "Prophets" or gods. I thought it was pretty clear that when they were discovered that they weren't gods, just...well...wormhole aliens.
I would have thought that would have convinced the Bajorans that their "Prophets" were not what they thought they were.
Well, that's just all a matter of interpretation, isn't it? Who are you (or we) to say that being a sapient extra-terrestrial race who reside in an extra-dimensional realm that is accessible via an event horizon in the Denorios Belt is sufficient to disqualify that race from divinity?
If the Bajorans believe they are gods, then to them
they are gods. It doesn't matter what we think.
I'm sure some individual Bajorans did react as you describe, but others would see the discovery of the wormhole aliens as validation, as concrete proof of their gods' existence. As was shown several times through the show and the books, there is nothing in the Bajoran religious interpretation than necessarily
contradicts the Starfleet scientific interpretation. It's all just a matter of perspective.