I think retroviruses are a different case altogether as they have the reverse transcriptase enzyme that transcribes RNA to DNA.

But such enzymatic activities in human cells are extremely, extremely low, which may even be nil, I suspect. If not, we would really see some disordered genomes in many cells of every single person.

The paper linked shows that certain mRNA can enter the nucleus of NK cells to regulate some functions. So, there could be a few exceptions where mRNA can enter nucleus, although I think this is really the tiny minority. That said, the paper still doesn't show that the IL-1b mRNA gets incorporated into the genome of NK cells.