Preparing Bajor for entry into the United Federation of Planets was the mission assigned to Captain Benjamin Sisko (Avery Brooks) in Star Trek: Deep Space Nine, but by the time the finale aired in 1999, Bajor still wasn't a Federation member. Prior to DS9 season 1, episode 1, "Emissary", Bajor had been occupied by the Cardassian Union for 50 years, during which the Bajoran people were treated abominably. The Cardassians actively participated in the genocide of the Bajoran people, and strip-mined Bajor for precious minerals until they withdrew from the planet in 2369.
The withdrawal of the Cardassian Union from Bajor saw the orbiting space station Terok Nor passed into Federation hands and renamed Deep Space Nine. Benjamin Sisko met Captain Picard (Patrick Stewart) who briefed him on his mission to prepare the Bajoran people for entry into the Federation. It was a complicated political situation, which was only hampered by the Cardassian Union's alliance with the Dominion in DS9 season 5. Ultimately, Bajor's entry into the Federation never came.
Why Bajor Never Joined The Federation In DS9
In "Emissary", Picard briefs Sikso on the current political situation on Bajor, explaining that now they're free of the Cardassians, many Bajorans don't want to trade one occupation for another by becoming a Federation member planet. This mindset is understandable given that the Federation effectively turned their back on the Bajorans so as not to make enemies of the Cardassians. Bajoran Ensign Ro Laren (Michelle Forbes) betrayed Starfleet for the Maquis, as did many others who believed that the Federation's appeasement of the Cardassian Union had gone too far.
In DS9 season 5, episode 10, "Rapture", Sisko advised Bajor against joining the Federation when he saw a terrifying vision of the planet being destroyed. "It's too soon! Bajor must not join the Federation! If it does, it will be destroyed!" On the advice of their Emissary, Bajor declined to join the Federation, a decision that ultimately protected them after the Cardassian and Dominion alliance was agreed upon. If the formerly occupied Bajor had become an ally of the Federation, then Gul Dukat (Marc Alaimo) and the Dominion would likely have punished the planet severely. Instead, they stood on their own two feet and ended up assisting the Cardassian rebellion against the Dominion.
Why DS9’s Showrunner Is Proud Bajor Never Joined The Federation
There's some disagreement about whether Bajor not entering Star Trek's Federation is a loose end at the end of the DS9 finale. However, showrunner Ira Steven Behr is quick to point out that Bajor becoming a Federation member was never the story that DS9 was telling. Reflecting on the show in the feature-length documentary What We Left Behind: Looking Back at Star Trek Deep Space Nine, Behr asked: "Why does Bajor have to join the Federation?' Why is that the be-all end-all? Why is that the success story? Isn't it more interesting if what happens isn't said?" Behr is rightly proud of the fact that the show didn't have the happy ending of Bajor joining the Federation.
Leaving Major Kira in charge of DS9 is a sign that future Bajoran membership is still a possibility. However, to come out of the brutal Cardassian occupation - which suppressed their culture and religion - to enter into a diplomatic union of other planets would risk erasing their culture further. Bajor needed the time to find itself again and establish its own independence before deciding if Federation membership is right for them. In fact, Benjamin Sisko predicted in Star Trek: Deep Space Nine season 5, episode 10, "Rapture" that Bajor would join the Federation in their own time.