This may be a really silly curiosity, but the Romany name for God is “Devlesha”, which of course sounds similar to “Devil” (a corruption of “diabolos” and thus some variant of it is pandemic in Europe- “teuffel” in Germany, for example). I wonder if one reason the Romany were hated was a belief they were “devil” worshippers due to semantic confusion?
I know I’m always irritated when it’s reported in the press that Saddam Hussein calls America the “Great Satan” when what he is actually calling us is the “great enemy” (Arabic- shaitan- enemy; if he wanted to equate us with Satan he would refer to us as “al-Iblis”). Saddam’s evil enough without adding the supernatural, but the point is that the
Actually I don’t think I had a point.
Heh. I know that feeling. 
I think we were originally hated in Europe because we were so alien: Dark skin (we would have been even darker back then), strange language and customs, etc.
From The Pariah Syndrome:
There’s always been some degree of intermarriage, Romanichals are now virtually indistinguishable from the majority population for example, but some of the liasons (for want of a better term) were not through choice. In Romania, where Roma were enslaved for at least 500 years until the mid 19th century*, Romni (Romani women) would often be raped by non-Roma. Any children born because of these rapes would be born as slaves, like their mothers.
You may find the book I quoted, The Pariah Syndrome: An account of Gypsy slavery and persecution, interesting if you want to find out more about that aspect of Romani history.
Kal
*It’s worth noting that most of the North American Romani population are decended from these Romani slaves. Making the ‘Gypsy’ stereotype of the free-spirited nomad not only false, but also sadly ironic.