First, you talk about the original choice being undone and the consequences evaded, and you feel that's not possible. But a logical reading of the Prophets' exact words actually suggests that it is possible. I know you disagree with this, but from a strictly logical standpoint--examining the contrapositive of the original statement--it is true.
The Prophet's original words suggest that Sisko had a choice
at the time, four or five years earlier: spend his life with Kassidy, or not. He chose the former. There's nothing to suggest that four or five years later, if things started to go badly, he would be able to nullify his original choice and evade any further consequences. The interpretation of the Prophet's words that justifies Sisko's actions in RBoE is a lot more convoluted than you are suggesting.
I readily agree, however, that we could interpret Sisko's actions as the product of deep depression and paranoia, meaning they are irrational. That is a pretty far cry from the idea that his actions are inevitable in light of the original prophecy, though.
I tend to agree with this interpretation, which is why I thought Sisko's specific rationale at the end was flawed, but the general idea might not be. Sisko said that the Prophets were warning him of a fact, not a threat, when they said getting married would lead to his great sorrow. However, I don't think that's the case. If that were the case, then there are pretty much two ways it could've gone: one is that getting married set up a whole complex chain of events that resulted in things like Vaughn being nearly killed in the invasion (or, more cynically, Vaughn and Sisko becoming friends so that it would hurt Sisko when Vaughn was injured), his friends dying in the fire, Rebecca being kidnapped (which is, on the face of it, true), and suchlike. If that's the case, then, as
flemm says, the ship has sailed, and Sisko's committed to the path of suffering no matter what he does here on out. The other possibility is that Sisko, by virtue of being married from moment to moment, is directly causing these misfortunes, which would be a difficult case to make. I see no way an unmarried or divorced Ben Sisko would've kept Vaughn from ramming the Borg ship, kept his friends from having the fire, kept his daughter from being kidnapped, or kept his father from succumbing to stress and age. But this is the interpretation that Sisko is taking; it was not a critical fork in the road the Prophets were warning him of, but that his own maladroitness would continuously generate fresh suffering down the years so long as he was married, and by cutting him off from his family, he could save them from it. There's no evidence for that.
But I have a different reading, which supports Sisko's actions, if not his specific understanding. Basically, the Prophets were, in fact, threatening him when they told him he shouldn't marry Kassidy. Well, they were reiterating their earlier threat, when they did as Sisko asked and discorperated the Dominion fleet in the wormhole.
"But what of the Sisko? He is intrusive. He tries to control the game. A penance must be exacted. It is agreed; The Sisko is of Bajor, but he will find no rest there. His pagh will follow another path."
Because they need to punish Sisko for his insolence, or because it somehow metaphysically remunerates them for the effort of foiling the Dominion, Ben can either leave Bajor, or They will make him suffer (deny him rest) for staying. The warning about Kassidy, then, was telling him not to put down roots. If he hadn't married her, it wouldn't have hurt so much when he was driven from Bajor and had to leave his wife and daughter. Once he did marry Kassidy, it meant he was doomed to lose her either way, either by his exile from Bajor, or the Prophets' actions if he didn't leave fast enough to satisfy Them. Hence, nothing but suffering. Boom, prophecy.
Now, this does require the Prophets to be huge jerks, essentially using their cosmic powers to kill some half-dozen innocent people just to impress upon Sisko that he exists at Their sufferance, not the other way around, and They're the ones that call the shots, no matter how many space fleets are coming to mess with Bajor. Still, I think we can make a compelling case for that, between their inaction during the Occupation, and their inspiration of religions on at least three planets that, perhaps not coincidentally, all ended up hating each other.