The Bajoran Orbs are Sisko

KASIDY: Let's go home.

SISKO: I can't. Not now.

KASIDY: Why not? Oh, God. This is it, isn't it? The sorrow that the Prophets warned us about.

SISKO: It's difficult to explain. It's not linear.

KASIDY: What isn't?

SISKO: My life, my destiny. The Prophets saved me, Kasidy. I'm their Emissary and they still have a great deal for me to do. But first, there is much to learn. Things only the Prophets can teach me.

KASIDY: When will you be back?

SISKO: It's hard to say. Maybe a year, maybe yesterday. But I will be back.

There are still some lingering questions regarding Sisko's promised return and his apparent abandonment of his family. I would love it if Brooks simply came back one day and rounded out the story, but leaving that aside, I propose that Sisko was back all along. He did, in fact, return as promised, he just returned in the form of the orbs. Slowly, and piecemeal, he left parts of himself throughout the timeline to guide his friends, his family, the Bajorans, and himself. He was there all along, completing his non-linear destiny. This isn't to say that he couldn't come back corporeally at some point (and he should!), just that, as one of the prophets told him, it wasn't necessary.

SARAH: You need to rest now.

SISKO: I intend to. As soon as I return to Deep Space Nine.

SARAH: That won't be necessary. You're with us now.

Not necessary because he was already there, talking to the people he loved and helping them as best he could.