Here's one for you: Bajor is a member of the Federation.
And oh... maybe because Bajorans are also a Fed only race?
Ok but as individuals, no one is stopping a Bajoran (Just like humans, Vulcans, and Andorians) from joining the KDF. You can make a Bajoran in the editor, and why couldn't he/she just be wearing a malitia uniform? I mean feds can have any Klingon species in thier Klingon uniforms, so why cant Klingon have access to the Bajoran uniform?