Avery Brooks didn't apparently like this episode according to IMDb and after seeing the show, I can certainly understand why. It's simply a bad episode...one that is inexplicably stupid.
The Wadi are a race of folks who just came from the Gamma Quadrant. Oddly, instead of initiating normal diplomatic or first contact behaviors, these weirdos are solely interested in going to Quark's place and gambling. At first, Quark thinks they are a bunch of easy marks but soon they turn out to be gambling savants. So far, so good. However, when they show Quark one of their games, the command staff disappear and find themselves in some sort of live action game much like a platformer game.
None of the show makes any sense...none. And, after kidnapping the crew and scaring the crap out of them, the Wadi just leave and the episode ends. Huh?! Poorly written...and in a way that might just make you cringe.
UPDATE: By the way, it isn't just me who hated this episode. At the 50th anniversary Star Trek convention in Las Vegas, this was voted as one of the 10 worst of all episodes from every Trek franchise! That is some ignoble designation!