Just to clear up the confusion - as a couple of people have pointed out the whole 'Klingon fleets being sent back in time' thing wasn't part of any Deep Space Nine episode. This was mentioned in the Millennium Trilogy of DS9 books.Maybe they did.
Back in the day, there was a DS9 episode where Martok mentioned the Klingons sending temporal assault fleets back in time to prevent the Empire's enemies from ever existing. Those fleets were of course never heard from again, and effectively their missions all failed (since everybody knows that history was not, in fact, changed).
So the Klingons probably just figured that trying to mess around with history was dishonorable, or a waste of effort. Or both.