When Garak's shop explodes, Odo finds that it was destroyed by a bomb set up to make it look accidental.
It seems the Romulans are planning to invade Cardassia and several members of the Obsidian Order, the Cardassian secret police, have been killed in mysterious mishaps recently.
The Tal Shiar, the Romulan intelligence agency, have formed an alliance with the Obsidian Order, and they are planning an attack on the Founders in the Gamma Quadrant.
This episode and its successor, "The Die Is Cast", are a pivotal moment in the timeline of Deep Space Nine, one which would define the plotline for the remainder of the series.
The repercussions of the events depicted in this episode resonate throughout the remainder of the series, as the attempted preemptive invasion of the Gamma Quadrant by the joint Romulan and Cardassian fleet leads to the crippling of the Obsidian Order, a war between the Cardassians and Klingons, and the eventual absorption of Cardassia into the Dominion, which precipitates the beginning of the war between the Dominion (with the Cardassians and the Breen) and the United Federation of Planets (with the Klingon Empire and Romulan Star Empire), which occupies the final two seasons of Deep Space Nine.
[1] The Hollywood Reporter rated "Improbable Cause" as the 71st best episode of Star Trek overall, noting its mystery and intrigue.
[3] In 2018, CBR rated "Improbable Cause" coupled with its second part "The Die Is Cast", as the 12th best multi episode story arc of Star Trek.