O'Brien could have been in first contact but as part of the Defiant's crew, where he, and Dax would have been anyway, but as it cost alot to get Worf on the movie, they couldnt find the budget. Each series of Star Trek has different rights and contracts for the staff, making thier release to other series or movies difficult. This is also shown whenever there is a crossover episode - One TNG character, Picard in DS9 Pilot, and one DS9 character in Voy pilot, Quark, and Bashir being the only DS9 character in TNG episode "Birthright" (note: only part 1)