The Bajorans never stated that the aliens were good and divine? You're comparing them to standard gods here. The Bajorans had enormous faith in their Prophets but I don't recall them being good and divine.
As for the aliens caring for them? Of course they do. They save Bajor from the Dominion force in the wormhole. They send their Emissary a vision of locusts destroying Bajor unless it stands alone during the war. Which is all true.
They don't understand linear stuff. That's why they have Sisko. Actually that's the best argument that the Prophets care about Bajor. They gave Bajor Ben f****** Sisko to protect it!
After they discovered Sisko, they made Sisko. It's not linear.
The wormhole aliens being called "Prophets," "gods," and being prayed to, certainly states that Bajorans think of them as good and divine.
They intervened in the Dominion War for their own well-being, not for the well-being of Bajorans.
Whether Bajor actually would have been destroyed is an open question, but even if it would have been, that only proves that they care about the planet, not the people on it.
Making Sisko after they discover him makes no sense. He can't have been discovered if he wasn't made first - that's impossible.
Them wanting Sisko to protect the planet Bajor still does not prove that they care anything about Bajorans. It only proves that they care about the planet itself.