It's kind of a missed opportunity for the show. They've got one season left to go? Fine! Do something that helps develop the plot or actually is the result of the story so far. This was a serialized show, after all.
Why not have the first ever Romulan cast member? They could have made her a representative of the Tal Shiar and that would have led to much interesting interaction with Garak and the others. They could write her in as an advisor that the Romulans insisted on having on board allied stations.
They could have made her a refugee with information on the Dominion.
They could have made her as a hit-girl who came to collect on Quark and ended up sticking around for some reason.
They could have made her into a kind of genetically engineered wunderkind like Bashir, except she was an expert in tactics or something.
They could have made her an observer of the prophets or any near omnipotent race that the galaxy seems to be full of.
Basically I would have liked it if they did anything except to rehash a character that they were done with. If they weren't done exploring Dax then they already had all the opportunities they would have ever needed.
It would have to be a very strong character and well written to make people care about her that late in the game.