You read my mind! I was just going to talk about that.
Since I lived in the UK for two years, I know the UK is more politically correct than Romania, but trust me, gypsy is not offensive at all in Romania.
As such, I do not think it is suitable for people to tell Romanians they are being offensive when they use the word 'gypsy' as it has a different meaning to them and most gypsies agree. Gypsies call themselves gypsies, only like 0.1% of gypsies make a fuss about it.
Not all of them do.
No, that is not it. This is about what the gypsy identifies as; almost every single gypsy I have ever met only saw themselves as a gypsy and not Romanian, so if they consider themselves NOT to be Romanian and to be gypsies, that is what they are to me.
Depends on whether they consider themselves to be Romanian or not. Gypsy is an ethnicity and Romanian is a nationality, but most gypsies, just like Muslims (who often consider themselves Muslim above their nationality), consider their ethnicity to define them more than their nationality. So, if they consider themselves to be gypsies, they are gypsies, albeit their nationality could be Romanian or something else (if they do not choose to put their ethnicity above their nationality, in which case calling a gypsy 'Romanian' would be offensive to the gypsy in question). If they are Romanian, they are Romanian, but their ethnicity is still gypsy.
TL;DR: Whether gypsies are gypsies and/or Romanian or not depends on what THEY identity as and msot gypsies identify as gypsies, not Romanian. Also,
@PandaSal explains in the above post why gypsies are often not considered Romanian.