The Pah-Wraiths as presented are the "evil twin" of The Prophets, the Fallen Angels of the Bajoran religion. In most religions, the concept of evil is as important to the religion as the concept of good. Evil has to be rejected as much as good is to be embraced
There's a wider question implied too. If someone were "better" at avoiding the evil of the Bajoran religion, would they also be "better" at embracing the good?
The point of the Wormhole Aliens is that they are "of Bajor". They are best suited to the Bajora. The fighting is metaphorical in most cases and is the same concept of the struggle between good and evil (or with the Dark Side or whatever) as is found in most religions. Where the fighting is not metaphorical (or metaphysical), it isn't done directly by the Pah-Wraiths (in the same way that evil is not done in our world by spirits or demons or the devil). It is done by people. Only in "the Reckoning" do the people involved have no apparent choice. In the case of Winn and Dukat, they are already people flirting with, or actively, evil.
As for the specific case of Dukat killing Jadiza. Even if Kes were on DS9, why would she have been present at that encounter any more that any other resident of DS9? Jadiza gets killed for being in the wrong place at the wrong time, not because she isn't psychic.
