It's somewhat complicated because Americans have a much different idea about the Romani than most Europeans. The truth is that most of us wouldn't know a Roma if he or she walked up to us in broad daylight and kissed us right on the lips. We only have about 1,000,000 people of Romani descent here, which isn't a significant number when placed in the context of 330,000,000 people, and those we do have tend to identify as a nationality rather than as Roma.
In 2012, Oksana Marafioti's American Gypsy: A Memoir was published and that's just one example showing gypsy does not have the same negative connotation here that it does in some parts of Europe. And those few times we do think of Roma, we don't think of them as being a racial group. any more than we think of Hungarians, Italians, or Germans as being a separate race.
This might be a case where culturally Americans just view the Roma in a fundamentally different way from Europe. I'll note that some American and British Romani don't seem to have a problem referring to themselves as gypsies. So it seems a little complicated to me.