Not really stupid per say, but the generic characterization of Pah'Wraiths was disappointing and especially striking in a show that has arguably the most nuanced villain in the history of the series with Dukat. A group of non-corporeal beings who while very different from the Prophets, still had enough complexity and shades to the point where you could understand while some Bajorans would worship them would have been fascinating.
Especially when one considers the interesting stories one could have gotten with the likes of Kira, Sisko, Winn, and others confronting the faith in such beings vs. their own beliefs and experiences. Instead we got evil counterparts to the virtuous Prophets, with occasional demonic possession of the main characters. A lost opportunity in my view at least.