Towards the end of the episode 6x06 "Sacrifice of Angels",
Sisko and the Defiant crew are attacking and eventually take back Deep Space Nine from the Dominion. Weyoun announces that the Dominion would leave the station.
Given that the station has proven very valuable close to the wormhole
among other things allowing the effective closing of the wormhole with mines
why would the Dominion not activate the self-destruct sequence of the station?
The out-of-universe explanation seems clear: The showrunners wanted to continue using the established setting and equipment. But in-universe? If there was enough time to evacuate, there was enough time to activate the self-destruct sequence. I am not 100% sure that Jem'Hadar were on the station at the time, but it seems reasonable to suspect, and some of them would give their lives defending the self-destruct facilities or destroying the station manually, thus preventing the Federation from disarming the self-destruct.
(which the gang had done before successfully in 3x07 "Civil Defense")