Because it threatens their self image and their colonial mentality which they inherited from european overlords. Roma were singled out for their race and their dark skin, they are most often made fun of because of their dark skin a english proverb says "if gypsies washed themselfes they long ago would have lost their dark skin" but indians love white skin (fair and lovely) and they see themselfes as white and caucasian and aryan because the british declared some indians as such to divide and conquer india. Indians have the self-image that they are white but gypsies were singled out for being black but indians dont like being compared to gypsies. Indians would say that gypsies are southindians or only 1% indian and nothing indian really etc. To make them as less indian as possible, they dont want to help gypsies it threatens their self perception. Also because gypsies are poor and indians are elitist, they like only people with university degrees etc.