Only if you're stupid or being wilfully obtuse due to a bias against a particular species or story arc.They created him after he taught them something - that makes no sense.
It's a temporal paradox, one of dozens that you'll find throughout Star Trek, including DS9. Do you also complain that Children of Time doesn't make any sense because old-Odo changed the course of the ship so that they didn't crash, but that means that old-Odo didn't exist to change the course of the ship so they actually did crash, which means that old-Odo did exist and blah blah blah? Because most of us just accept that as a conceit of the story that's not logical to us but makes sense in an odd way.
The Prophets do not perceive reality in the same way that we do, and they would have had no concept of cause and effect unless Sisko told them about it. In the same "moment" that Sisko explained the concept to them, they created him so that he could explain it to them. It doesn't make sense to us, but that's because we have no comprehension of a non-linear existence. It would be like trying to imagine the universe with a fourth spacial dimension; our brains would not be able to comprehend it, but that doesn't mean that such universes can't exist.PROPHETS: What is this?
SISKO: Memories. Events from my past, like this one.
PROPHETS: Past?
SISKO: Things that happened before now. You have absolutely no idea what I'm talking about.
PROPHETS: What comes before now is no different than what is now, or what is to come. It is one's existence.
SISKO: Then, for you, there is no linear time.
PROPHETS: Linear time? What is this?
SISKO: My species lives in one point in time. And once we move beyond that point, it becomes the past. The future, all that is still to come, does not exist yet for us.
PROPHETS: Does not exist yet?
SISKO: That is the nature of linear existence.
Could it be that the Prophets were aware of and understood linear time?
"What comes before now is no different than what is now, or what is to come. It is one's existence."
The Prophet seem quite capable of explaining that they are aware of past/present/future, but they just see them as one. It's like watching a movie you've seen before. You know Luke and Leia are twins. You know they kiss, and you know that Leia will eventually develop some Force sense when she "feels" that Luke made it off the Death Star.
I think they couldn't see how one of their own (Sisko) could not see things they way they did. His time in the Celestial Temple in the premier episode could be the Prophets seeing if Sisko was open to being the Emissary and being able to see a bigger picture than he had ever seen before, a picture bigger than the Dominion War or raising a son.
Then in Sacrifice Of Angels, they were again dismayed to see that he still could not see beyond now, and had to punish him to try teach him to see the whole picture.