This is the one plot idea I truly can't understand: where comes this urge to make Sisko biologically descendant from the prophets? The story doesn't really require this; and in fact, it compromises one very beautiful theme that has characterized the Sisko-and-Prophets arc up to this point , that is, the hardship and possibility of communication. Sisko's first interaction with the Prophets in Emissary was about a human painstakingly communicating to non linear non corporeal aliens the meaning of corporeal existence in linear time. There's a great deal of beauty in that act of reaching out and building the bridge across an abyss of difference and mistrust and incomprehension, a beauty that rings so true to the original Star Trek spirit. And it makes perfect sense that the aliens chose Sisko as their emissary simply because he was the first corporeal being to make that understanding possible. But to reveal that Sisko's existence was planned by the prophets all along? Why then would there be any problem of communication between them? It feels like a massive let down that cheapens the core message of an otherwise beautiful arc.
(A comparison could be made with the ending of season 2's "second skin". The writers said that they have been tempted to let Kira's identity remain ambiguous but ultimately opted to make leave her unquestionably genetically Bajoran. I feel that was absolutely a better decision: it definitely lends more emotional depth to the show that Kira was able to empathise with a Cardassian father IN SPITE OF herself being unquestionably Bajoran. Similarly, Sisko's status as emissary felt more earned that he's just a human being with no prior relation to the prophets).
And on a lesser level, the idea is also problematic because it makes Sisko's family yet another dysfunctional one, whereas up till this point DS9 has rightfully deserved all the credit for being the first major sci fi show to portray a loving and solidary African American family. There really is no need to throw that away for add some cheap mystery.
However this and other questionable plot ideas feel circumstantial, as a viewer I can disregard them easily and still be awed by the general, organic coherence of the saga thorough 7 seasons. That even missteps like this can't curtail the coherence of a show really shows how amazingly well built DS9 is...