Why do retroviruses go through a DNA stage to replicate their RNA genome?
Interpreting the question

Initially I interpreted the question as little more than “Why one type of virus rather than another?” (dsDNA. ssDNA, ssRNA [+ve v. –ve] etc.), and this (which would be unanswerable) was the way @Taimur seems to have understood it. And I also felt that the poster’s reference to ‘complexity’ reflected more his familiarity with other viruses than any real appreciation of what is complex in a molecular manner. 

However I now think I misunderstood the question because of not appreciating the erroneous assumption on which I believe it is based. If I am correct, it could be rephrased in the following manner to make that assumption clear:


  “If the only purpose of integrating a DNA copy of the retroviral RNA
  into the host genome is to replicate the RNA in the virion, why is an
  RNA-dependent RNA polymerase not used as in other RNA viruses?"


Answer


  This stage of the retroviral life cycle in which a DNA copy is
  integrated into the host genome is not an incidental stage in a
  mechanism to replicate the virion RNA — it is the key element of the
  modus operandi or strategy of existence of the virus.


Explanation

As explained in the first paragraph of the Wikipedia article on retroviruses, once integrated into the host genome it can persist there:


  “The host cell then treats the viral DNA as part of its own genome,
  translating and transcribing the viral genes along with the cell's own
  genes…”


One way of thinking of this is as a strategy the virus adopts for ‘hiding’ until circumstances are suitable for it to produce more infectious progeny. One might even regard the form that is integrated into the host DNA as the viral genome — rather than the form that is encapsulated by lipid and protein into virus particles.

This sort of lifestyle is similar in some ways to that of certain DNA bacteriophages that can produce either lytic or lysogenic infections. Such persistence of viral genomes in the host is also seen in some eukaryotic DNA viruses like herpes simplex virus, in which an individual may have what is called a latent infection, which produces occurrences of cold sores (in the case of HSV1) throughout the lifetime of the individual as the virus is activated from time to time by various stimuli.