What doesn't make sense is why Bajorans didn't jump into their ships en masse, zip up to the wormhole, and then just sit there clogging it up and hoping for an audience.
Bajor was recovering from a brutal planetwide occupation that stripped their world of resources and left its people impoverished and starving. I doubt they had that many ships in the first place, unless you count whatever run-down fighters the resistance had left. And if they'd all flown out to the wormhole, who would've grown the crops?
There was a shrine on the Promenade, one with its own Orb, and the Temple/wormhole was visible right outside the Promenade windows. I'm sure it was a popular pilgrimage site for those Bajorans who were able to afford the journey.