NerysGhemor - Granted Dukat cares about lineage and whatnot, but he already has a wife and seven children. I can't see what having a half-Bajoran heir would grant him other than ostracization from general Cardassian society and demotion/disownment from his military superiors/family.
I think there was more to Dukat's delusion than just the lineage aspect. I think that it also tied into his delusions of a Bajor under his rule that loved him. It's hard to explain it exactly, but the creation and upbringing of Ziyal was his way to unite himself to Bajor--but in his image--and gain (what he expected to be) unconditional love. I think once you bring that element into it as well, that explains why he would take such enormous risks in conceiving and raising Ziyal.
Remember, too--even after his initial "indiscretion," he had the chance to put an end to it all when he found Ziyal on Dozaria. He could have shot her, and Cardassian society might well even have accepted it. That would've spared him all the consequences to his career that you outlined. Yet he didn't do it, and he actually WAS demoted and ostracized. He had a choice not to go through with that, yet he did.
That tells me the delusion he has is even greater than one of lineage, and that's why I think that yes, he WOULD have gone to such great lengths even early on to ensure Ziyal's successful birth.
That's why I'm under the impression that like Mika's child, Ziyal was accidentally conceived. I mean in Mika's case, he confessed to weakness in bedding and conceiving with her. Now what would he stand to gain by impregnating Mika? Why go through all the trouble of ovarian resequencing and whatnot? I imagine such treatments are tough to keep under wraps and require specialized medical care that would attract notice. So the fact that Dukat conceiving with Mika accidentally would definitely point to conception between Cardassians and Bajorans is likely.
Just like with Naprem, it was indeed his weakness that got him into the situation.
But again, just like with Ziyal, he saw a way to exploit the situation. He exploited Ziyal for his own personal gain, but with Mika, I think he exploited the child both for personal reasons AND because he saw a way to weave the child into the lore of the cult he was creating. There's no telling if he had even MORE mythology wrapped around the birth of that child than what we heard.
And of course we're dealing with an even less sane, stable individual the second time around than the first, so I think that yes, there was a certain degree of irrationality involved in his decision to carry forward with the birth and all of the treatments that would entail (and the risk of exposure).