It would raise the question of why didn't they make an alliance like that before? The Dominion was a new power lookin' for a foothold, beachhead, in the Alpha Quadrant.
As for the powers you mention, the Cardassians and Breen don't trust or like each other much, as shown in the Final Chapter. The Gorn, up until the CGI creature on ENT, was a cheesy green rubber suit, a cold blooded lizard species. And lizards are territorial, so they wouldn't ally with the Cardassians, another cold blooded lizard esque species. Orions are just thugs, criminals, no real power. And the Tholians weren't even humanoid. Again, it took the CGI budget of ENT to show one.
The Breen and Cardassian didn't trust or like each other because the Cardassians couldn't hold their own end during the war. The Breen and Dominion ships were more advance compare to the Cardassian ships. Both Breen and Dominion ships have more firepower. Tholians aren't humanoid that doesn't mean they can't thirst for conquest like some humanoid aliens do.
Why would any of them form an alliance with the Cardassians? Leavin' Bajor showed they were retreatin', defeated. They had dissidents within their own military, and those dissidents found allies easier than the military or spies could. Even the Dominion turned out to be disappointed with their Cardassian allies.
The Federation had dissidents too, in their organization they went off to join the Maquis. If the prophets didn't exist in the wormhole its game over for the Federation-Klingon-Romulan alliance. Dominion reinforcements are now in the Alpha/Beta Quadrants like a swarm of killer bees.
If ya mean, why didn't the Cardassians try to exploit the wormhole before Starfleet, they didn't even know it was there. Sisko found it, remember?