Romani are actually a group of Indians who traveled up to Europe I believe over 1000 years ago, according to recent dna testing. The history of why the group migrated is lost to time. After so many generations a few white people got in there certainly, but originally people thought they were egyptian.
If so many non citizens are registered, that sounds like incompetence in your state. I don’t actually believe them that that’s the case though. I’m betting there are a ton of citizens on that list.