The story seems a bit "feel-good"-y. Many Roma don't have the resources for this kind of trip. They're among the lowest social classes in relatively poor countries (think average wage of less than $500 per month).
About discrimination... yes, there is a lot of it. It's a cultural thing. The traditional Roma culture is close to incompatible with modern societies: nomadic societies (in a world of property rights), arranged marriages for teens (as young as 12-14), a culture valuing "face" and prestige incredibly highly (think possibility of violent clashes for offenses). There's also a probably reasonable from the Roma point of view "moat mentality" where outside help is viewed with a lot of suspicion, based on past discrimination. Overall, a very hard nut to crack, this discrimination, for both sides.