Due to the nature of English spelling, someone reading Bajor could end up being pronounced either BAY-djor or BAY-zhor depending on the person reading it, because of the way the letter "j" can represent multiple sounds: that's why an IPA spelling is necessary if you want something pronounced precisely ('be d͡ʒɔɹ) or ('be ʒɔɹ) would be the case.
If someone saw the "j" and assumed it was pronounced like in June, there's your "hard j". If someone thought "Aha, foreign word like bonjour", then "soft-J". English speakers often do that even if the word should have a sound more like the "hard-j". Note how you'll usually hear "Bay-zhing" for the capital of China when it more accurately should be "Bay-dzhing", and how the Indian word raj ends up being "razh" instead of the more accurate "radzh".
So it might simply been different cast members interpreting it in different ways.