Star Trek only mentions missing ships when they're about to be found in that episode. Had DS9 directly referenced Voyager's disappearance the majority of the audience would have expected them to investigate and follow ups and that wasn't going to happen so it was better not to mention Voyager at all.
I think that an exception should have been made here since Voyager was an ongoing series.
According to the Stardates, Voyager dissapeared somewhere between the DS9 episodes "The Search" and "Meridian, most likely around the time for the DS9 episodes "Seccond Skin" and "The Abandoned". It would have been nice if they just had added some mentioning about it, maybe at a lunch in Quark's bar when, Quark could have mentioned something to O'Brien and Bashir about it, like:
QUARK: "Do you remember that new ship Voyager which was here last week? It has dissapeared in the Badlands!
O'BRIEN: What? Dissapeared?
QUARK: Yes! It has dissapeared! Or got lost or whatever.
O'BRIEN: Who did tell you about it?
QUARK: I heard Sisko and Kira talk about it this morning here.
BASHIR: I can't believe it! I played a raquetball game against one of the crewmembers, a young guy named Harry, I think it was. How tragic! I wonder what happened.
OBRIEN: Probably they ran into a plasma storm. Or were shot down by the Maquis.
BASHIR: They might be stranded out there on some planet. I hope that Starfleet will search for them.
O'BRIEN: They will and we might get involved in the search.
Such a conversation would have increased the interest among the DS9 viewers for the new series.
I wish that they would have been more crossovers between the three series. it would have been intersting to see what the
Enterprise did during the Dominion war.