Why does early Winn never get a vision from the Prophets? Why does Winn get a vision from the Pagh-wraiths? We as viewers know why and could probably explain it using only the terms and concepts within Bajoran theology to any given Vedek ....WITHOUT EVER BEING DIRECTLY TOLD BY THE WRITERS.
It's not nuance, it's No True Scotsmanning. The message we're supposed to get is simple: Winn is not a True Prophetian™.
Add a dash of Golden Mean Fallacy (between two carefully selected "extremes" that fit the biases of the writers) and you've got the message we're supposed to absorb from DS9 about the Bajoran religion (and, in turn, christianity, since it's an allegory).
No True Scotsmen and Golden Means do not constitute nuance.