This was an original design idea, also included in the DS9 tech manual. The warhead wasn't meant to be a defensive weapon, rather a last resort weapon. Surely included when battling the Borg. I suspect that the warhead was dropped by the time the Defiant was stationed at DS9. You wouldn't wanna have something go wrong with it while docked at a station holding 7000 innocents.
In the novel Avatar
, Nog remembers O'Brien saying ""Part of the auto-destruct system. The whole thing can be launched from here in a worst-case combat scenario, though I doubt it ever will be"