Jadzia Dax and Captain Sisko were friends only
Jadzia Dax and Captain Sisko had a special friendship on Star Trek: Deep Space Nine, brought about by his friendship with Curzon. They played to one another’s strengths, and there wasn’t anything more between the two of them. But when Star Trek: Deep Space Nine was still in pre-production, the series bible had created a backstory that had the two of them working together on Mars and developing a potential romance.
According to the bible, referenced in The Making of Star Trek: Deep Space Nine by Judith Reeve and Garland Stevens, a romance never materialized because Sisko was unable to move forward with his life, which he would deny. Instead, Sisko claimed that he couldn’t get used to the fact that Jadzia was actually a three-hundred-year-old worm. The bible indicated that the sexual tension between them both still existed while they worked together at the station, but they resisted it, keeping instead to respect and affection.
A relationship between Jadzia and Sikso would have been iffy
The writers did a good job establishing a solid friendship between the captain and his science officer. With Sikso referring to Jadzia as “old man,” it established the connection to Curzon which is where the friendship started. The two men were close when Curzon stilled carried Dax, and the relationship continued even after Curzon died, thanks to Jadzia.
Having that friendship morph into something more or hinting at any kind of sexual tension on Deep Space Nine could have caused multiple problems, not the least of which was Sisko never really got the chance to get to know Jadzia’s own personality. So, essentially, he would have been falling in love with Curzon’s and/or one of the many others that existed.
Though the couple could have certainly been sexually attracted to one another, I think it would have undermined their ability to work together as it would in any other relationship where one is the commanding officer. Star Trek has done very well keeping subordinates out of relationships with superior officers…except for Captain Picard’s brief relationship with a lieutenant on Star Trek: The Next Generation which didn’t work out so well. Perhaps the writers of Deep Space Nine considered that episode when deciding the right course of action for the captain and his friend.