Codrut, if you are an american , then let me ask u this, because i understand a sub question there.
If u start stealing or begging or do other crimes , and tell the officers ( police ) that u are an Native American from United States ( which probably u are not , tell me if u are then i can give u another example
) , they ( the native - americans ) won`t be offended if you lie about that ?
To answer in a raw format of your question , they are not offended. They want this kind of "cloak" around them. U know , the definition of a gipsy in a simple sentence is a nomadic style of life. Well why somebody who steal , robb, cheats , kiddnap, live in houses that are about to collapse, or just houses made from scraps of metal and cardboard they find , tell the truth about who he is and what he does for living ?
They like a simple style of life , but this doesn`t mean your life will be simplier if u meet them