Ah, but the Orbs (and Dax) were within the Celestial Temple and therefore they could manipulate them. Physical objects outside the Temple are outside their controlI don't know about that. They were able to turn Dax into an Orb and then return her to the station in Emissary. And given all the other Orbs they've sent to Bajor over the centuries, they clearly have at least some control over physical matter.
They were in Celestial Temple at the beginning, that's true. However, how were the Prophets able to send Dax back to DS9 once she (in the form of an Orb) left the Wormhole/Celestial Temple if they couldn't control physical matter outside it?