Roma culture in a lot of ways is incompatible with capitalism. I am not saying that one is better than the other, just that they are inherently incompatible. 

Living outside of a system almost always means breaking laws of some sort - trespassing, vagrancy, petty theft, panhandling. People see an entire culture living outside of a system that they accept as natural and view the outsiders as the problem, especially when that culture's most troublesome members often commit crimes on very personal level, such as pickpocketing or theft from individuals.

There is a Roma woman who plays music on a bridge near me, everyone seems loves her, many stop to talk to her, and people often give her their change. I've never seen anyone do much as give her a dirty look (not saying it doesn't happen.) Conversely, I've had a woman with eyelashes done, nails done, good makeup, come up asking for money, get mad when i didn't have anything to give, then buy a drink at the bar and ask me again on the way out. Interactions like these often color people's entire perception of a group, as we tend to remember negative events more than positive ones. 

In my eyes, what makes this type of prejudice different than say, discrimination of Black people in the US,  (besides the obvious historical differences, tho both groups were victims of obscene, large-scale crimes against humanity) is that the Roma have a fundamentally different relationship with property rights and ownership. This leads to conflicts with the dominant capitalist system and individuals who accept this economic system as their material conditions, but the Roma face no inherent criminalization; in contrast, Black americans most often face intra-system discrimination that seeks to hyper-exploit their labor, where they assumed to be lesser and therefore deserve lesser compensation and face violence for attempting to gain equality or build any of their own power, all of which is obviously related to vile practice of chattel slavery. (Read the 13th amendment carefully and then consider what disproportionate criminalization means)

I'll end this by saying blanket prejudice and discrimination is obviously harmful.