A point I failed to make earlier, although I guess most of you spotted it, was that the origin of Gypsy/Romani people was North India and they really do add something special to the Show of hands version of Seven Yellow Gypsies.
I can't forbear to tell you about an amazing experience I had.
In I think 2001 I attended the National Folk Festival, which was in Lansing, Michigan that year. My wife and I attended a feature called, as I recall, Improvisation. There was an oud player, an Indian snake charmer, and a Hungarian gypsy saxophonist. And I think there was one other musician, but I can't recall. None of these musicians had ever laid eyes on each other before they reported to that tent that afternoon.
Each of them was speaking (some through an interpreter) about the use they make of improvisation on basic themes. The Indian, through his interpreter, talked of the scales (really I guess modes) that his troupe used in India, and demonstrated. The gypsy saxophonist brightened up. "Hey," said he, "I know those scales! I was taught them in Hungary as a boy!" And he demonstrated his chops, based on a gypsy tune.
The upshot is that the Indian started a folk tune from his part of India, and before long the Hungarian gypsy saxophonist jumped in and started improvising around the Indian's playing. Then they switched, and the Indian was improvising on the saxophonist's tune, all in those Indian modes. It was positively amazing, one of the most amazing things I ever saw/heard.
I wish I could re-experience that session. I went away absolutely dazzled.