So how do you cope with a no-win scenario?
If Sisko ignores the Prophets - and he and his family know only perpetual sorry due to him ignoring that statement - is he any better off?
The Prophet said that
Sisko would know "nothing but sorrow" -
not Sisko and Kasidy - if he spent his life with her. He tried to avoid a theoretical sorrow - one that I don't see any basis for outside of the prophecy - and instead created the sorrow himself.
(The kidnapping - or anything happening to Rebecca alone - wouldn't fulfill the prophecy, since that would grant sorrow to Kasidy too. Technically, I suppose the sentences could be parsed as a plural "you" applying to both of them, but I don't think that was the intent.)
So yes, I think that Sisko just jumped at a boogeyman, and that he and his family would've been better off had he simply stayed. And if the prophecy does come to pass, and he does know sorrow... I think he'll still be better off for the time he spent with Kasidy and Rebecca.
And may still be spending, without knowing the nature of the sorrow. Sorrow and loss are a natural part of life. The Prophet didn't say that the rest of his life would be happy fluffy bunny time if he
did break it off with Kasidy...