Oh, bullshit. He wouldn't have called it a weather control system in the Federation if Risa were not in the Federation.
Quite the 'eloquent' response you have there colored by a very nice assumption.
Worf's accurate words:
" It's an artificially created paradise, maintained by the most elaborate weather control system in the Federation."
I don't perceive this as an indication that Risa itself was in the Federation.
Here is how I see it:
He was describing a specific piece of technology and effectively compared it to other models in operation in the Federation.
In addition to Worf describing Risa as having the most sophisticated weather control system in the Federation, we also saw Jadzia Dax noting that, as a Starfleet officer, she was legally empowered to arrest members of the New Essentialists movement for violating the law. Makes sense if Risa is a Federation Member; makes no sense if it's a foreign world.
Also, why would the New Essentialists be protesting the perceived erosion of Federation values on a non-Federation world?
Not if Risa has diplomatic ties with the Federation and SF (which it probably does) but isn't a member.
The Federation in turn could have various agreements with Risa that allow sharing of technology and resources, plus, SF officers could be helping 'policing' the planet and as such have certain amount of authority there.
Besides, the members of New Essentialists were seeing Risa as the main instigator for 'decadence'.
They in turn could have been (and in all probability were) Federation citizens who would likely be subject to being arrested by SF... and even if they weren't, if Risa allows SF to police the planet, then the New Essenitalists movement broke local laws by sabotaging vital piece of technology for weather control.
Besides, Dax could have turned them over to Risan security forces after she made the arrest.
There are numerous ways to explain it, none of which require for Risa to be a member of UFP (which granted could be interpreted from what Worf said, but also allows for other interpretations).
Besides, Risa could be a petitioning member on the verge of being absorbed into UFP at the time those events took place.
Finally, SF officers were seen as arresting criminals on non-member worlds.