Really, if there was a Fed/Klingon dispute—and even with a relatively Fed-friendly Chancellor, they would happen—you need an Ambassador whose loyalty is indisputably to you...
Excellent observation.
On the other hand, Worf's appointment is as Federation Ambassador to the Klingon Empire. His personal honor is such that he will perform that duty to the best of his abilities, setting the UFP's interests above those of the Empire because that is the task he has been assigned. That's simply a pillar of his personality, in my opinion.
Two points:
1) You may well be right, speaking from the omniscient viewer's perspective of Worf, and even from Sisko & Ross' perspective as his immediate superiors - but would the Federation President and his aides know that as an absolute?
2) Worf had already blotted his copybook once, by putting family before duty in Change of Heart - an action which Sisko said would go on his Permanent Record, probably prevent him ever making Captain; and which he was only saved from a court martial and probable prison over by the need for secrecy.