I'll add to my previous post a little more.
The Prophets were shown altering the timeline in "Accession". But it wasn't just straight-up altering it. It was part of a religious and cultural lesson for the Bajorans, the lesson being that times change (as the human saying goes). I see Akorem's finishing of The Call of the Prophets as being a teaching of that lesson, that things such as the caste system belong in the past. The old timeline was added to in a way that didn't erase memory of how it had been before, to show that the past is where Akorem and his ways belonged.
Now truly we don't know the limit of the Prophet's abilities. The wormhole at Bajor does seem to be central to them, though. My assessment upthread, that "the option of Wolf 359 not happening was, to the Prophets, a non-option," is strictly-speaking just an opinion. However, saying that it would be overkill to alter the history of the Borg just to bring Sisko to DS9 would be an understatement. The Prophets seem pretty benevolent to the Alpha Quadrant. Even if they could have caused the whole Borg invasion, I can't think of a reason why they would have. It's a big galaxy, the Prophets are just some of the actors in it, and the Borg came from far away.
And anyway, Q seems to have been more responsible for the Borg coming when they did. That, and my assumption that the Q are more powerful than the Prophets, are why I think that, to the Prophets, the Borg invasion was just something that was.