Since even nonprocreative sex transfers genetic material it seems redundant for viruses to destroy the host. Retroviruses are sufficiently simple to fit into DNA. So why not just become DNA viruses?
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First of all we need to be clear with the differences between DNA and RNA.
This is the typical picture that comes to our mind after high school biology classes when anybody mentions RNA and DNA. But this is actually not 100% accurate. Fact that in DNA is only 5-methyluracil (thymine), not uracil and in RNA is only uracil, not 5-methyluracil is not true.
The other main source of uracil in DNA is by incorporation of dUMP instead of dTMP during DNA replication. dUTP is a normally occurring intermediate in nucleotide metabolism, but the level is kept very low due to an efficient dUTPase which prevents incorporation of dUMP. Although incorporation of dUMP into DNA was demonstrated both in bacteria (Tye et al., 1977; Wist et al., 1978) and isolated mammalian nuclei 25 years ago (Wist et al., 1978), the extent and significance remains unclear.
Double helix structure
Even the claim that only DNA has double helix structure is not true. You can easily disprove it by seeing tRNA´s 3D structure.
2C ribose ring
So the only difference is on the 2C of ribose ring. In RNA there is one extra -OH group which makes it more unstable than DNA (which doesn't have an extra -OH group). Although, C-OH has more bond energy than C-H, the true reason that it is so reactive is in the electronegativity of Oxygen (2nd most electronegative element after fluorine).
Why RNA viruses use RNA?
So, why is it better to be RNA virus for the HIV? According to this study:
Multiple factors influence evolutionary rates, including generation times, fidelity of copying genes, and selective pressures. Microbes often have very short generation times. Ribonucleic acid (RNA) viruses, typically lacking proofreading, have high error rates when they make copies. As a result, evolution rates in microbes tend to be rapid, and RNA viruses are the most rapidly evolving organisms. This is useful for rapid adaptation to novel selective pressures such as immune selection and antimicrobial drug use. To compensate, the most rapidly evolving genes in vertebrates are immune related.
Basically, it says the RNA form can increase your evolution rate and your chance to avoid the host immune system. In the end take it logical. Viruses have special life strategy (technically viruses are not living form of matter so apologies for that). They wanted to replicate itself as much as it can. So if the virus is made from DNA the proces takes much more time (it has to be transcribed into mRNA and after that translation). So RNA virus have to only translate the RNA to make as much as it can (my claim is confirm by viruses classification on wikipedia).
You have to remember that evolution has no logic, in the sense that "if it works, it ain't stupid"! There are many creatures that, by our perspectives, we would ask the question, "why?".
What makes retroviruses so well evolutionary adapted is their high mutation rates with each replication cycle and destroying the host cells are like leaving no witnesses. High mutation rates are associated with RNA molecules, because they are not as stable as DNA. This can make the virus difficult to identify by a host cell and initiate defense mechanisms because they are changing all the time. We see this with the HIV virus, which is why we can't seen to find a cure, we cant lock on a single version on the virus.
The take home message is that if an organism, even viruses, have evolved in a strange way, it is probably because they function uniquely and efficiently within their niche. Natural selection knows best!