Regardless of him being a creep, they just didn’t seem compatible. He was a little too lighthearted for Dax. She was a complex person. He didn’t seem like he had a ton of relationship experience and she had memories from like five marriages.
She needed someone strong minded like Worf that could handle her, reel her in a little.
I feel that Worf was incompatible with Jadzia though. She was more compatible with Julian I saw more chemistry in some episodes. Yes they were good friends but if the writers for the show had thought better then they could have created something romantic for both of them!