The existence of Gypsy/Roma peoples living in Colonial America in association with "American Indians" and other nationalities is quite true. If by "exotic" you mean that their presents was mythical, then you would be in error, due mainly to your apparent unfamiliarity with the records. One is free to "believe" what ever one wants, but scientific genealogy demands facts. It is an established fact that Gypsy/Egyptians were living in Louisiana (territory) and later Mississippi/Texas at an very early date and merged with the "white' and "mixed" (nonwhite) populations. In fact there are "Afro-Romanni" populations, today, in Louisiana.
An article appearing in the ADAMS SENTINEL dated 1834/06/09. p./3(Gettysburg PA) has this to say on the subject:
"Dr. Jones, in a letter to Professor Siliman, states that there is a colony of Gypsies in Louisiana. They were brought over by the French at an early period and colonized. They have lost, their wandering gypsey habits and attend to regular business. Their complexion is darker than the French, and they still call themselves gypsies or Egyptians."
Other info on this subject can be located at this site. http://www.tshaonline.org/handbook/online/articles/RR/hgr6.html