I wonder if that was a concept from early first season TNG...back when the Ferengi were suppose to be the replacement Big Bad for the TOS Klingons and Romulans. But that concept didn't survive very long. Not only were they just a little to comical, but the Replicator kind of crushed the idea that the Super Capitalists would be a credible threat to the Federation.
Having fought (and perhaps even won) a war with the Klingons would give the new alien power some credibility back in 1987 or 1988 (especially in the early concepts when the Klingons actually join the Federation/the Alliance is a lot more stable and unifying than later seasons show it to actually be). Having the Ferengi Marauder being a equal or near equal to a Galaxy-class starships would make them at least a threat, especially of the Klingons were still using old D7 style cruisers for their Defense Forces (almost sounds like the Klingons were suppose to get the post-war Japan treatment, the Klingon Empire having a Self Defense Force and not allowed to engage in offensive wars by law, which grated on the honor and combat seeking Klingons like those we see in the first season).
