This is a repeat of the whole thing with Sami from Frozen. A lot of SJW seem have an explicitly biological concept of what it means to be non-white. This is, ironically, at odds with a lot of non-white cultures of what it means to be Sami, or Roma, or whatever, which usually has more to do with kinship than blood purity. Claiming that a Roma with darker skin is "more Roma" than a Roma with light skin is, ironically, imposing an explicitly European modernist paradigm of identity on a group who have repeatedly rejected it.
(Also, I believe at least in the comics Scarlet Witch was adopted by Roma - her biological parents were German Jews. From a Roma perspective, that's irrelevant, but it does mean it's totally fitting that she's pale skinned)