Worse than that, it would appear that the Federation did almost help Bajor, but held back at the last moment.
Just think of it: Bajor is next door neighbors to Cardassia, and used to be part of the Cardassian Union which encompassed at least dozens of star systems. But at the time of "Emissary", Bajor is also the outermost part of the Union, beyond which there is only neutral space.
But Bajor is a crown jewel for Cardassia, an important conquest and (up till just before "Emissary" at least) a vital source of raw materials. The odds of it being the outermost guardpost during the Occupation are close to zero. What must have happened is that the Federation, during the Cardassian War, was able to conquer all those systems in the Union that lay outward of Bajor, implying that Starfleet was basically invincible and the Cardassians could offer no credible resistance even at their very doorstep. And then the Federation stopped right there.
It is to the Federation credit that the worlds they conquered were subsequently all liberated to be neutral again. Or indeed sympathetic to Cardassia, as we repeatedly learn - the Kressari, the Klaestron, the Xepolites... But the failure to conquer and then liberate Bajor the same way must count badly against the Feds.
It's easy to think up reasons why the Feds had to stop where they did. Cardassian resistance must have stiffened as Starfleet neared their home system; by the time the forces reached Bajor, projected casualties from the intensifying resistance might have been deemed unacceptable. Also, whatever pissed the Feds off in the first place, it wasn't the original conquest of Bajor way back in the early 24th century. The actual war only started after 2347 (since as per "The Wounded", there was none going on during the first Setlik III nastiness), and the Feds might not have been interested in exacting any retribution beyond what the Cardassians had done after the start of the war.
Still, the Bajoran point of view could be very similar to the one of the Warsaw rebels who would see Stalin's forces stop just short of the city so that the Nazis could crush the rebellion before being crushed themselves.
Timo Saloniemi