I don't know that DS9: "Emissary" ever explicitly states that the Cardassians gave Bajor the station, which suggests that Bajor claimed it at salvage.
This, by itself does not really answer the question of why the Cardassians left it, however. The closest we can come to a canonical answer to that is DS9: "Empok Nor", where we discover that the Cardassians seem to make a habit of simply abandoning their space habitats when they no longer have a use for them, sometimes going so far as to booby trap them against alien invasion, and thus safeguarding the possibility of eventual re-occupation.
Politically, Cardassia probably didn't feel that they could go that far with Terok Nor, given the scrutiny they were already under by the Federation, with whom they had only just recently concluded a treaty. Bajor's explicit request for Federation assistance would have magnified this aspect. Even if Cardassia had chosen to booby-trap it on their way out, clever people like O'Brien would have successfully dismantled the traps eventually.
More generally, constructing a space habitat is a fairly large undertaking. Once constructed, one does not simply scuttle it without good reason--particularly not in orbit of a populated planet, where the resulting pieces could be expected to de-orbit and make violent impacts upon the surface. Hauling away components for recycling would be problematic--Star Trek doesn't often seem to care much about mass, but volume would be a concern, certainly. Leaving the structure for someone else's use, or for their own later reuse (as in the case of "Empok Nor") costs nothing by comparison.
