The Federation was always the primary combatant as far as the Dominion were concerned thus the most dangerous.
This was a war that spanned more than just a couple manageable fronts, hell it didn't even have contiguous fronts which made things worse for the Federation, Klingons and, nominally I guess, the fashionably late Romulans. This wasn't just a some isolated brush-war with an uppity regional player like the Cardassian 'War'.