DS9 is my favorite TV show ever but a movie would have been a horrible idea, the story was over. Somethings are better off being left well enough alone.
This is my view on the subject as well. The story was over, let the show lie with its decent ending instead of re-animating its corpse for the cheap thrill of a 90 minute action movie. Much like the TNG movies, a DS9 movie would have had to focus on a generic villain with a one-off story that ignored the depth of DS9's established lore. Sounds awful.