I just can't see it that way. "Set up" implies intention, a knowing choice by the person doing the setting up. If I say or do something, and another person independently decides to do something else in response to what I said or did, I wasn't setting them up, because I had no idea they were going to do that. Rather, they were following up on me. By the same token, "The Wounded" and "Ensign Ro" didn't set up DS9; rather, DS9 followed up on them.
I guess the difference is that you're looking at the episodes as self-contained entities, whereas I, being a writer, am looking at them as the creations of their own writers and filmmakers. So the intent behind the creation matters to me.