Revealing mistake: In episode 'The Passenger', when the Koblian officer opens Vantika's eyes to run a retinal scan, his pupils dilate, despite the fact that he is dead.
Deliberate mistake: The dying Vantika hides his consciousness away in a portion of Dr. Bashir's mind. At one point, "Bashir" (heavily cloaked in clothing and shadows) comes up behind Quark and makes sure his demands are clear. At this point, it should still be unclear just how Vantika is still "alive", and whose body he is using. However, when he shoves Quark away, for a fraction of a second, Bashir's face can be seen under his hood. They were true to plot in using the right actor (though he shouldn't have been seen), it is possible some might have spied the secret earlier than the show meant to reveal it.
Answer: Part of the answer is found in "The Search: Part II" (season 3 episode 2). The female changeling told Odo that "the urge to return home was implanted in your genetic makeup. So he hardly has a choice in that. But being a sentient, thinking being, he recognizes the atrocities that his people are behind and he can't condone their actions. So it's a matter of his conscious mind warring with his instinctual gestalt. But on a more general level, we all instinctually wish to be among people who are like us. No matter how much he may like and love those around him and feel that emotion returned, there are numerous aspects of his life and existence that absolutely nobody on DS9 can empathize with or understand. And that's not even to address the pure joy and acceptance that is brought by the Great Link.
Garlonuss ★