Well perhaps one way to show it would be to have Kira in a Starfleet uniform at the end, you could have added one or two lines of dialouge to say Bajor had entered the UFP after deferring it from "rapture"
That would've been awful, though. Biggest anticlimax in all of Trek, it would've been. (No offense.)
No, if Bajor were actually going to join the Federation, it would've had to have been a huge
production. Think the Worf-Dax Wedding, but times 100. (Waaaaayy bigger than what they showed us in Rapture. Bleh.)
If they hadn't diverted to the Klingons during season 4, and had moved the timeline of the war up by one year (so that the invasion began at the end of season 4 and the war ended at the end of season 6), then we could've had a (probably much better) season 7 focused on the aftermath.
(For you BBC/PBS fans, look at series six of Foyle's War
, which focused on life in England after
the end of the war in Europe, for a model.)
In that case, season 7 could've ended with the entry of Bajor into the Federation with a big celebration, worthy of a series finale. This would bring the show full circle, since it was Sisko's assignment in "Emissary" to bring Bajor into the Federation.
But I actually prefer, overall, the story we got. I think it's thematically consistent that the future of Bajor is left ambiguous. DS9 was big on all that ambiguity stuff.
Indeed, in the novelverse, Bajor enters the Federation about 9 months after the end of the war, whereas in the STO
timeline, Bajor doesn't join until 2393! And I've seen fanfics that present plausible futures in which Bajor never
joins the Federation. And all of those possibilities are consistent with what DS9 showed.