it's quiet simple. if you recall, during the dominion Wars the Jem'Hadar ships were much more powerful than what the Klingons/feds and romulans, the three major powers of the quadrant, had. Even after, according to eraun.... 30 (probably closer to 40) years? those Jem'Hadar ships would still be pretty potent as enemy ships, as ship tech has not improved in major leaps and bounds.
Given the choice. would you
A. Give up one prisoner.... or
B. Face the wrath of 2800 (hence the FE seriese name, the 2800) ships? considering the war with the Borg alone, lets not add in the fact that the True Way would join in on the dominions side making it even tougher to fight. a war with the "rogue" ships would most likely open the way for the Borg to finally assimilate everything in their path?
There's also the Dominion proper to consider. Their offer to help was tainted with a threat. At best case, rejecting their offer would mean wiping out the Dominion fleet the hard way, costing more ships and possibly endangering DS9.
But, there's also the threat of the Dominion supporting the invasion. It wouldn't even take a full scale invasion in defiance of the Treaty of Bajor. Some secret funneling of resources would greatly draw out the conflict. Or just one hidden transmission could give that fleet objectives for suicide attacks throughout the quadrant, causing any manner of chaos and disruption in the war effort or leaving key planets open to the ongoing Borg invasion.