It is because of the negative image of Romas and their interaction with the rest of society. It is a bit like segregation based on race in the US, with the difference that here Roma are not a "neighborhoud" but more of a "slum", so they don't have any influence on their destiny.
They just started, since 30 years, to have a "citizen" status in Romania (mostly due to the need of travel documents). Before that, most of them were not even registered (no birth certificate, no id) which led them to the edge of society. Not all were like that, only the many unfortunate. The things started to improve, slowly, in the latest years (regarding racism), but there is still a long way to go.