Some are wondering how can this be. The answer is simple: admixtures. Roma have not stayed genetically "pure" and have intermixed to varying degrees with local populations. The mixed off-spring grow up in Roma society and are easily culturally assimilated in though they carry different genetic profiles which will later pop up in later generations. This is how Jews can still be one overarching grouping while having such a range of features from Germany to Yemen and beyond.
GNXP of Discover Magazine has more on genetic admixtures. (Hat tip: TDAXP)