In many episodes, Weyoun treated Odo as if he were one of the Founders...But since Odo rejected his people, should he have been the Devil of the Dominion religion?
Since the Founders still had hope that he'd return to them someday, I doubt they'd want everyone to start thinking of him in such a way.
Maybe something like the "Prodigal God" or a Christ figure, due to the fact that he will come back....