It isn't particularly surprising.
There is a record of very large numbers of people speaking the dialects spoken in Rajasthan and the Punjab being taken as prisoners through the Hindu Killer mountains, the Hindu Kush. These settled in the first instance in Persia and its nearby areas, and that was the base for their further movement onwards. Many of them landed up in Egypt, and from there, they went to Italy, across the Mediterranean, and hence were known as gypsies. From there, they spread all over Europe, and were among the most horribly treated communities in Europe: Hitler killed more Roma, proportionate to their total numbers, than Jews, but that is not something that Europeans care to remember.
If you understand Rajasthani dialects or the neighbouring Haryanvi dialects, you can with a little difficulty understand and speak some Roma dialects.
In Hungary, I was shopping around for music, and heard a disc made by a gypsy band. It was marvellous, and I bought it. I asked for the name of the group and was told it was Kalij Jag. And what did it mean? Black Fire - Kali Aag.
Their tribal chief is the Rai, his wife, the chieftainess, is the Rani, and so on. If you meet them in Hungary - I haven't been to Romania, thank Heavens - and if you see somebody looking like a Khanna or a Kapoor walking along, you have met a Roma. Black hair, sallow, pale features, incredible musicians.....down in Spain, they dance dances such as the flamenco, something that Bollywood has re-discovered.
Parya is a caste in south India, but they speak variations of the local language, not a Rajasthani/ Haryanvi dialect. In central India, the equivalent (not of the Parya) of the entertaining and wandering caste is the Lambada. We have large numbers of Lambada in Telangana, especially in Warangal. While they speak fluent Telugu while going about in daily life, among themselves they speak a variant of - wait for it! - a dialect close to Rajasthani or Haryanvi. The language being known as Marwari in Central Asia is not surprising.
