Kind of odd, then, that they'd bother killing Bareil.
Old habits die hard. I think that is basically the reason. DS9 shakes off a lot of the TNG baggage as far as storytelling styles is concerned, but only gradually and in fits and starts. It can be interesting to watch this happen, but also frustrating.
For example, the writers obviously make some major progress in season 2, but with the arrival of some of the TNG writers in season 3 there is a bit of regression. Basically, Bareil dies because the writers weren't yet comfortable with the idea of loose ends floating around that could be exploited later. They had no immediate use for Bareil and so he was killed off. I think it's safe to say that, if the writers had a character who had received this type of development in the later seasons, he would not have been disposed of as quickly.
Oh well. I'm not the biggest fan of romance in my stories anyway. Unless of course it serves a strong role in character development and leads to good, solid drama. Kira/Odo is one of the few 'ships', as... some... would say... that I can get behind. Kira/Shakaar sounds pretty flat and, most importantly, irrelevant. Kind of a shame, eh?
Kira/Odo is probably the only truly successful romance in Trek that lasts beyond a single episode or two, which seems odd, considering they are superficially such an unlikely couple, and considering the actors were both concerned that actually consummating the relationship would be a bad idea. In the end, the reason it works is, as you say, the writers actually examine what the relationship might
mean for the characters involved and find some extremely satisfying answers.
In real life, of course, just enjoying a person's company or finding that person attractive is enough of a basis for a relationship, but in fiction there has to be more layers of meaning for a relationship to be anything other than standard soap opera fare, or some variation on an existing cliché. Jadzia/Worf, for example, is basically a long series of clichés. Some of them work okay, but there is nothing deeper going on there. Ditto for Ezri/Julian. On the other hand, Kira/Odo is about many different things at once. Here I am forced to paraphrase Michelle Erica Green, who I think really puts this beautifully: passion of the soul over physical limitations, triumph over adversity, common ground over alien difference, future over past, infinite diversity in infinite combinations.
That said, I'm glad the writers went ahead with some of the other romances on the show, despite the fact that the rest of them never produced anything as significant as Kira/Odo: it's just silly to have these characters who spend so much time together never get interested in one another, never fall in love except with a random guest star, etc., just as it is silly to never have them disagree. A certain amount of admittedly unoriginal romance helps these characters feel like real people even though the love stories themselves are nothing special (with the one important exception).
Back to Shakaar, the lack of results with his character is a bit of a shame indeed, because I think the show could have used one more strong Bajoran character. Kira and Kai Winn are great, and Bareil was solid while alive, but Shakaar would have been a logical third choice for the later seasons as the leader of Kira's resistance cell and first minister of Bajor. Sadly, it never materialized.