To avoid smudging her makeup.
Your question has excellent timing, as actress Terry Farrell provided the out-of-universe explanation only a few months ago:
The makeup itself provided yet another challenge. The spots being initially done in watercolour, she had to keep her neck very stiff to avoid smudging. Terry’s modelling training provided a solution: She began standing very straight with her hands behind her back. This quickly became her trademark stance: “Once I owned that, no one else could!”
(Source — Terry Farrell interview / panel Toronto ComicCon 2015)
The in-universe explanation is that Jadzia inherited the behaviour from Lela, the Dax symbiont's first host, as revealed in DS9 "Facets". As a politician, Lela clasped her hands behind her back to keep control of her gesturing during public addresses.