That really doesn't mean a thing. For all we know, Worf may have been headed towards DS9 first, before heading back to Q'onos. And if you wanna dissect the movie;
Worf: Captain.
Picard: Mr. Worf.
Beverly: Worf.
Picard: What the hell are you doing here?
Worf: I was at the Manzar colony when...
Now, setting aside the fact that we had ZERO mention of "Manzar colony" anywhere in Star Trek, prior to it's mention in Insurrection... What was Worf doing at this colony in the first place? Was he there as "Strategic Operations Officer" ? (unlikely, since the colony was likely close to the Ba'ku system which is quite some distance from DS9). Or was he there as "Ambassador to Q'onos" ? Neither of these questions can be answered, since they weren't revealed in any of the movies, or in the show.
Ever since seeing Insurrection, and DS9, i've had my assumptions about the "timeline" of the events surrounding the Dominion War. Unless otherwise proven, i'll stick with my assumptions. Insurrection also commented on that the So'na were producers of the narcotic, Ketracel White. A key commodity that is NECESSARY for the survival of the Jem'Hadar. As Troi rightly pointed out, why would the Federation be dealing with the So'na, who in turn are either helping, or helped the Dominion? If they are currently helping the Dominion, the Federation wouldn't be actively seeking an alliance with the So'na. On the other hand, if the war is over, the Federation would want all the allies it could get. (as even Picard mentioned, regarding the new species that Picard and his crew were hosting)
Finally, in Star Trek Nemesis, they made it perfectly clear it was well after the Dominion War, especially in regards to Remans being used as "cannonfodder".