A who’s who of Cardassian officers and Bajoran collaborators (Darhe’el, for example) were persona non grata at best, and arrested to face charges of war crimes at best. I can imagine that, if there were no specific incidents which could be linked to Gul Dukat, perhaps he and other Cardassian officials would be tolerated… But as he was the head of the occupation, I’m not sure this makes sense.
Is the best explanation that this is merely a matter of convenience to normalize relations between Bajoran and Cardassia, or is there a plausible justification for his semi-frequent visits to DS9 and/or Bajoran in the early seasons? What real historical examples are analogous to his relationship with the Bajoran (provisional) government?
First time he steps foot back on the Station was in Cardassians when he’s there as a representative of the Cardassians government. Would have caused quite a stir if he was arrested then.
More of a stir than Darhe’el, who they were willing to arrest? (Though obviously that situation was much more complicated in light of who he actually turned out to be, it just serves as precedent)
In “Duet,” Kira acknowledges to Sisko that her detention of Dar’heel violates policy, and may in fact be illegal.
Why they never arrested Winn? /s
The political situation in the region is incredibly complicated - if Bajor is interested in prosecuting, they risk a renewed conflict with Cardassia, which neither they nor the Federation particularly want. On top of that, many Bajorans are skeptical of the Federation and its intentions, at least in the early days.
Plus…did Dukat ever “visit” DS9 (as in, physically board the station) without explicit authorization from the command staff?
The Federation also has no party in the fight. It’s not implausible that if Bajor were to kick off a new conflict with Cardassia over DS9, they might just leave to avoid intervening in the conflict, and then the Bajorans would be in a pickle.
Technically he did in “Civil Defense” when they accidentally triggered the counter-insurgency subroutines on the station. Although he himself ended up getting trapped on the station that was about to blow up so he was stuck helping them disable it.
Thanks for that - I thought of “Civil Defense” but couldn’t remember the exact circumstances of that pop-in.
The Bajor-Cardassia peace talks occur just six episodes later, so it’s easy to imagine that the peace process was well underway by that point.
And, of course, Dukat was there to “help”.
There was also the Federation-Cardassian peace treaty which preceded it, in which the “Cardassian punks fuck off” bit was negotiated and DMZ established.
Bjorans like to think that it was the gumption of the resistance that got the Cardassians to leave, and the Federation likes to let them think that (because telling them otherwise might piss the Bajorans off, and they deserve a win), but it was the Federation-Cardassian peace treaty that really got them to leave. That’s why any Cardassian you ask always says that they left for “political“ reasons. 
I think that was the second time he actually set foot on the station and everyone is all, “WTF are doing here?”
Yeah, at least in the beginning, Dukat only ever lurked nearby, menacingly. The first time he set foot on the station was to help Starfleet deal with what turned out to be the beginnings of the Maquis, during a conflict in the DMZ. That was also incredibly complicated.
Everything on DS9 was incredibly complicated. That’s why I liked it so much. 
“It’s just a station? That stays in one place? How can it measure up to the galaxy-spanning adventures of TNG?”
Three seasons later it had its hooks in me and wasn’t letting go.
One of my favorite fun facts to throw at people who dismissed DS9 for that reason is that TNG actually has more bottle episodes (where the ship in effectively “goes nowhere”) than DS9.
Babylon 5 showed a young me that space stations were magnets for trouble while ships had to see what they could find.
Staying in one spot was an asset, it helped justify recurring guests and villains if everyone’s in the same neighborhood. There’s no way the Kazon should have been bothering Voyager after Season 1 if they had been making a bee line for the Alpha Quadrant.
That always bugged me. For a “primitive species, unworthy of assimilation”, their ships must be incredibly fast…
Maybe that’s part of why the Borg never bothered with the Federation much? They weren’t actually worthy of assimilation until they started developing drone separation tech.
I could think a good scenario where small fleet of Kazon (or other pirate-like enemies) pursue Voyager far beyond where they first encountered, nipping at their heels and causing trouble sporadically… but yeah there’s no reason Voyager should have been always in the heart of Kazon territory.
Add to that the fact that they weren’t a very compelling bad guy in the first place and, well, we get what we got.
To be fair, DS9 had far less to do with exploring space and much more to do with the intense political intrigue of one specific part of space.