Going way back to DS9 season 7, I loved how they led us to believe that it could all have been an element of Sloan's twisted mind. To be honest, I always pictured Sloan as some sort of crazy Bond villain (which would thematically fit with Julian being his antagonist) with lots of connections and money, but not neccessarily the head of a secret Federation/Starfleet operation. Maybe he believed to work for the Federation, but in reality it was just a way to justify his actions. Starfleet's upper echelons knew about him, just letting him do his thing. Maybe he was even trained by Starfleet, then went rogue (or kind of rogue, as they seemed to tolerate what he was doing). I simply preferred to think that "Section 31" was just another layer of lies to cover up his true motives and affiliation.
And then Enterprise made it pretty clear that Section 31 was indeed a thing, de-mystifying Sloan and those DS9 episodes. STID just picked up on that, so I cannot even blame them. Everybody went crazy for the idea, 31 popped up everywhere. Yet it would have been so much cooler if, ultimately, we found out that there was no 31 to begin with.