You're correct objectively, however I think one of the things people (myself included) like about Sisko is that he's flawed. He's (imo) the most complex and developed captain and does let his emotions cloud his judgement from time to time but always means well. While Picard is my #2 fave, he's more an ideal that casts such a massive shadow that nobody can live up to him. Picard perfectly encapsulates humanities ideals, whereas Sisko portays how flawed humanity truly is.