VirtualBox host-only network, cannot ping host from guest

I can easily ping from the Host machine Windows to the guest:

ping 192.168.33.3 Pinging 192.168.33.3 with 32 bytes of data: Reply from 192.168.33.3: bytes=32 time 

It does not work for me otherwise. Namely, I cannot ping from the Guest Ubuntu to the Host Windows:

ping 192.168.0.103 ping: connect: Network is unreachable 

P.S. I even tried to modify the guest's address to 192.168.0.3 to match the host's network and the actual result was the same:
I could not ping from the Guest Ubuntu to the Host Windows machine 192.168.0.103 . However, the guest (Ubuntu) can ping VirtualBox Host-Only Ethernet Adapter:

ping 192.168.33.1 PING 192.168.33.1 (192.168.33.1) 56(84) bytes of data. 64 bytes from 192.168.33.1: icmp_seq=1 ttl=128 time=0.378 ms 64 bytes from 192.168.33.1: icmp_seq=2 ttl=128 time=0.430 ms 

VirtualBox has this table:
https://www.virtualbox.org/manual/ch06.html

Host-only: VM→Host + VM←Host + VM1↔VM2 + VM→Net/LAN - VM←Net/LAN - 

Is it normal VirtualBox behavior? (I saw threads that people can ping from guest to host in this mode).
What am I missing?