Yeah, and at the end of the series The Federation tries to wipe them out with a bio-weapon. Also, earlier on the Tal Shiar and Obsidian order try to wipe them out.
This is from the Memory Alpha summary of the episode:
> Kira, who doesn't want to lose the love of her life, asks Odo to return after curing the Founders. He explains how painful it will be for him to leave her, but that the only way for the Founders to learn to trust solids will be for him to remain in the Link.
> It would suck for Odo, but there are millions of people in this world who would love to visit home but can't for political reasons (Iran, Cuba...).
Yeah but they live with their species. Linking with founders is supposed to be intimate in a way that Odo can't get from solids. Weirdly, the most comparable thing for a solid ought to be a Bajoran leaving their home system, because their gods live in the wormhole and aren't present elsewhere. But nobody seems to care about this.
Seeing his home land is presumably not an issue the way it might be for a human, since the Founders home planet gets destroyed in season 3.