During Sisko's visions, we see him surrounded by people he has encountered in his life. Quite a few people, often more than half a dozen. Incidentally, there are said to be ten Orbs.
I noticed that after a Pah-Wraith possessed Dukat (somehow) beamed into the Bajoran shrine, murdered Jadzia, attacked the Orb and sealed the wormhole, only one prophet ever appears to Sisko in his visions again... After, the Orb of the Emissary is found.
We're also told that after Dukat's actions, all the Orbs go dark. But I don't recall hearing anyone state the Orbs had returned to normal after the Pah-Wraith is cast out of the wormhole.
To me this implies that the orbs have some direct connection to the wormhole aliens... Are the Orbs physical manifestations of the Prophets? Can they only communicate with corporeal beings if they have their Orb counterparts?
I suspect it was always intended to be mysterious and unexplained, not to mention the writers were definitely enjoying the use of more epic religious/mythological style story telling, but does anyone have any answers?
And speaking of Time and the Orbs... they all look like frozen hourglasses.
Just realized that... Kai Winn tried to contact the prophets with an Orb in Season 7 to beg for forgiveness, so perhaps the Orbs did all light up again.