I think you're reading a little too much into the title 'Emissary', which, as far as I can see, was never supposed to be anything other than a moderately original sounding version of the many religious titles we're all familiar with today
And as for Sisko convincing the Prophets to do things sometimes - I'm not sure what's all that remarkable about it. It's clear from the beginning that the Prophets do not demand absolute loyalty from him. He's always been free to continue his life in Starfleet - even to marry Kassidy and go to Cardassia, despite being warned by the Prophets not to do so. So he obviously doesn't fit into the kind of classic religious archetype wherein he can't ever defy his 'gods' without suffering their wrath.