The Prophets are a contradiction. Until Sisko showed up they had no concept of linear time. But in order for there to be a Sisko they had to know linear time. He had to come around before the Pah-Wraiths tried to escape. They had to have the one Prophet who inhabited Sisko's mother be outside of the Wormhole so she could reopen it. All of this is linear time.
They knew it was the sisko who would teach them of linear time (hence sending out his mom to make sure he happened) it would be cheating and paradoxical to have "known" about it before he taught them.
it is a paradox. but it is a necessary paradox.the prophets COULD just skip to their ultimate development, because, they know what it is, there is nothing ACTUALLY stopping them from doing so.
but, it would be cheating, and what they are, who they are, doesn't do that.
as demonstrated by the sisko
and maybe part of getting that far requires a non-cheating attitude, a bak'u attitude, the Q took a different route, and the Organians, still another. but the Q are still relatively new at this, the prophets aren't.
if the Q actually posed a threat to them or bajor, they'd be stopped from posing a threat. if they did not, they would be ignored (well with sisko there it might be a SLIGHTLY more violent response, "picard never punched me"