# DFT of a cosine/sine wave?

I'm seeing everywhere that the DFT of a sinusoid (i.e. a sine that has been windowed with a rectangular window) are just two deltas. What I don't understand is why the DFT is not the convolution of the transform of the infinite sinusoid (two deltas) and the transform of the rectangular window (a sinc). Wouldn't this be the right thing to do?