You're correct objectively, however I think one of the things people (myself included) like about Sisko is that he's flawed. He's (imo) the most complex and developed captain and does let his emotions cloud his judgement from time to time but always means well. While Picard is my #2 fave, he's more an ideal that casts such a massive shadow that nobody can live up to him. Picard perfectly encapsulates humanities ideals, whereas Sisko portays how flawed humanity truly is.
For sure, one thing I love about ST is how diverse the main characters are between shows. I wouldn't want every captain to just just be a rehash of Sisko, Picard, Kirk or any of the others. Each captain's uniqueness is that makes them interesting and captivating.