While Past Prologue had one main theme, loyalty, There are two primary themes in A Man Alone: relationships, and racism. The writers manage to weave together these threads while fleshing out more of the more reclusive member of the DS9 crew, Constable Odo.
Bashir and Dax
The episode opens with Doctor Bashir shamelessly flirting with Jadzia Dax, a scene which essentially repeats itself through the episode. Her response is friendly, but evasive. She explains that relationships for Trills are a little difficult, and that joined Trills attempt to “rise up” above their desires. Instead of being discouraged, Bashir, ever the optimist, decides that this means that he still has hope.