A who’s who of Cardassian officers and Bajoran collaborators (Darhe’el, for example) were persona non grata at best, and arrested to face charges of war crimes at worst. I can imagine that, if there were no specific incidents which could be linked to Gul Dukat, perhaps he and other Cardassian officials would be tolerated… But as he was the head of the occupation, I’m not sure this makes sense.
Is the best explanation that this is merely a matter of convenience to normalize relations between Bajor and Cardassia, or is there a plausible justification for his semi-frequent visits to DS9 and/or Bajor in the early seasons? What real historical examples are analogous to his relationship with the Bajoran (provisional) government?
Edit: ‘Bajor’ for the planet, not ‘Bajoran’
The political situation in the region is incredibly complicated - if Bajor is interested in prosecuting, they risk a renewed conflict with Cardassia, which neither they nor the Federation particularly want. On top of that, many Bajorans are skeptical of the Federation and its intentions, at least in the early days.
Plus…did Dukat ever “visit” DS9 (as in, physically board the station) without explicit authorization from the command staff?
Yeah, at least in the beginning, Dukat only ever lurked nearby, menacingly. The first time he set foot on the station was to help Starfleet deal with what turned out to be the beginnings of the Maquis, during a conflict in the DMZ. That was also incredibly complicated. (Edit: and everyone was pretty pissed that he was the one Cardassia sent).
Everything on DS9 was incredibly complicated. That’s why I liked it so much. 
“It’s just a station? That stays in one place? How can it measure up to the galaxy-spanning adventures of TNG?”
Three seasons later it had its hooks in me and wasn’t letting go.
Staying in one spot was an asset, it helped justify recurring guests and villains if everyone’s in the same neighborhood. There’s no way the Kazon should have been bothering Voyager after Season 1 if they had been making a bee line for the Alpha Quadrant.
That always bugged me. For a “primitive species, unworthy of assimilation”, their ships must be incredibly fast…
Maybe that’s part of why the Borg never bothered with the Federation much? They weren’t actually worthy of assimilation until they started developing drone separation tech.