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 worst. 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 Bajor and Cardassia, or is there a plausible justification for his semi-frequent visits to DS9 and/or Bajor in the early seasons? What real historical examples are analogous to his relationship with the Bajoran (provisional) government?
Edit: 'Bajor' for the planet, not 'Bajoran'
Why they never arrested Winn? /s