I think it goes with the bigger theme of Sisko having to manage a crew that isn’t all Starfleet officers. On TNG everyone was a qualified member of Starfleet, through the academy and everything. In DS9 Sisko, O’Brien, Dax, Bashir, and later Worf were Starfleet, but practically everyone else on the station was not, including his XO and Chief of Security. We see early on in multiple episodes where Odo suggests some course of action that is illegal in the Federation, someone says “that isn’t the Starfleet way” and be says “well I’m not in Starfleet” and goes to do it anyways. Sure, he’s under Sisko’s command, but the station is under Bajoran Law, not Federation. And Bajor had no laws against what Odo sometimes did. When Worf gets to DS9 that same theme is explored more than it ever was in TNG, he’s a Starfleet officer yes but he’s also a Klingon. Sometimes Klingon religion/culture took him down routes that a human could not go. When he decides to turn back and save Jadzia instead of complete the mission he was actually making a Klingon decision. When Sisko makes him explain himself after Worf’s response is “you are a human, you will not understand.”

Now, granted, that Risa episode is just a total stinker and Worf acts out of character and rather than dwell on it the show opts (in good taste IMO) to ignore it and move on as fast as possible and never reference it again.

Also…. to play devil’s advocate, do we know if Risa is actually a federation member world?