DonIago wrote:

Of course, even if going to warp in a solar system isn't a bad thing in general cases it could be a bad thing specifically in the Bajoran system given that there's at least one unique phenomenon located there.
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Except that in response to Kira's order, Dax did not say, "Inside the Bajoran system with a wormhole here?" She said "Inside
a solar system?!?!?" She clearly was implying an issue with warping inside any solar system. She was intentionally being general.
Pavonis wrote:

Warping towards a star, though, would be a more risky maneuver. You wouldn't want to disengage the warp drive at the wrong moment and hit the star's photosphere without your metaphasic shields up, or to accidentally slingshot into a different timeline, or just generally damage your engines when the warp systems try to deal with the already warped spacetime around a star.
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Except that in response to Kira's order, Dax did not say, "Toward the Bajoran sun?!?!!?"
Isn't this conversational tangent specifically about what Dax
actually said?

Dax clearly had a problem with engaging warp in any solar system, unrelated to their direction or the specific system they were in.