There were plenty of exotic aliens on DS9, just not in the major roles, with the exception of Odo and Quark. And don't forget Morn. ;)

IIRC, they did their best to subvert Rick Berman's edict about such elaborate makeup jobs that affected TNG. One reason we barely saw the Andorians at all until Enterprise.

I don't know how B5 handled the logisitics differently, but being in heavy makeup all the time is pretty grueling for an actor. You have to show up earlier than your fellow cast members, (the sun isn't even out yet) and plop down half groggy in a makeup chair hours before you're actually needed on the set. And they do need to take a break from it, which is another reason why a certain character might not be in every episode.