The immediate threat is the Cardassians. The station was once theirs, they might want it back attempt to take it by force. Then the station would need defenses to ward them off.
But the station was never supposed to be isolated on the other side of the system, it was supposed to be in orbit of Bajor, protected by the Bajoran militia. Starfleet would have been reasonably content that having abandoned the planet and station, the Cardassians would not have been likely to attack either without due warning.
It's only the specific, unforseen circumstances of Emissary that place Deep Space Nine in a vulnerable position and open to Cardassian attack: the wormhole is discovered, the station is moved, Dukat's ship disappears, and the wormhole is gone again. Faced with a missing ship and a nonexistent wormhole, Gul Jassad not unreasonably assumed Deep Space Nine was responsible.
Kira didn't have a choice but to move the station, even though it was evidently wholly unprepared for such a situation. All the evidence is there in the pilot episode - the station was wrecked, with shields barely functioning, and just the six torpedoes - I assume they were offloaded by the Enterprise along with the Runabout, at least one of which is equipped to fire them, as per dialogue from other episodes. The phaser banks were presumably drained of power or otherwise disabled, but resourceful Chief O'Brien managed to route some power through one bank to create the effect of a phaser blast, albeit only the one.
I'm sure in subsequent episodes the Cardassian phasers and photon launchers are brought back online, until the Starfleet retrofitting programme was completed.