You are linear.1) That makes no sense since Sisko only came to Bajor in recent history.

Before he arrived, it was Sisqoism, because the Bajorans have prophecies that line up with the "Thong Song". Some people did mention it to Sisko, but it was off-camera, and consisted of comments and musical lyrics (and outfits) not appropriate for television with that rating, anyway.2)Even if we account for the Prophets living in non-linear time, if the religion was named "Siskoism" somebody, anybody, would have commented on that at some point during the 7 seasons of DS9.