Retroviruses have no DNA. However, the DNA of the infected host cell does possess viral DNA. How is it possible?

The genome of retroviruses consists of RNA. But according to One-Gene-One-Polypeptide hypothesis proposed by Francis Crick, retrovirus function in the following manner: RNA is reverse-transcribed into DNA by the enzyme reverse transcriptase, which is integrated into the host cell's genome which is later transcribed into RNA and then the RNA is translated into protein. So, it follows the pattern shown below:

$RNA\to DNA\to RNA\to Proteins$