A Ukrainian has no problems getting a job in a restaurant kitchen in Kiev, while it's virtually impossible for a Gipsy to get a job in the city, or a flat.
This is not something you can compare.
When no amount of grit, resilience, hard work or effort will give you any result, what would you do to survive?
Those who are integrated in a modern nation and only see the benefits (or, at best, neglect the side effects) cannot understand those who reject it because they hate various ordeals implied by the corresponding underlying system.
It seems like one issue is that the Roma can be easily identified even when mostly or fully absorbed by the surrounding culture. That isn't true of poor Ukranians I bet. But my gut says there's some dynamic with the Roma whereby remaining separate and different is highly valued by the community, and they punish their own for doing things that erode that separation. Which may be self-sustaining, but it's probably bad for them in aggregate.
This is not something you can compare.
When no amount of grit, resilience, hard work or effort will give you any result, what would you do to survive?