Saw this episode again tonight, and started wondering again, once Vreenak discovered (or at least claimed to have discovered) the recording was fake, why in the world did Sisko let him leave?

Of course, the obvious answer is that he had to leave for Garak's plan to play out.

But it didn't really make sense for Sisko to let him leave, alive, if Vreenak was going to tell his government about the attempted fraud.