Romani are spread throughout the world and have different preferences based on how slurs are used and whether they want to cede certain terms to racists or keep them. Some still identify as gypsy for personal reasons and should be respected for that while not using the term by default. Treat it like the word queer for LGBTQ+ folks, only use it if that is their preference.
Also, there are other nomadic people that. Romani, and the usage as a slur includes using one term for all groups instead of recognizing the diversity.