Finnish Roma live in the same houses, their children go to the same schools (including those I attended), they speak the same language and they poop in the same toilets as everyone else. They also have every right to a safe city center without foreigners causing a nuisance.
Regarding terminology, many call themself "mustalainen" (literally "blackie", basically same as "gypsy" I guess) themselves. Although it can be considered offensive in some context, it's not exactly the same as dropping the n-word.