The gypsies have been living in secure, democratic and economically well-off countries just as long as the Swedes or French have. And actually those who leave the fold face practically no racism whatsoever. It's the ones that stick to their tribal ways that face backlash of "racism" (though I wouldn't call it racism, as it's not based on race but culture).
Just goes to show how little you know. Out of pure chance I just happen to know two people who work with Roma issues. One heads an EU initiative to integrate Gypsies into society, across Europe. Which is awesome and cool, but means I have some insight. The other one works in Romania with setting up a business that only employs Gypsies. The plan is to make them self sufficient and enter the jobs market.
Gypsies face tremendous racism all over Europe. It's really bad. Even in Sweden. They are effectively shut out of society. Even though in Sweden we let them live off welfare perpetually, they're still shut out from society socially. Without tribalism they'd have zero social life. The only real intermingling with non-Gypsy Swedish people they get from membership in Baptist churches, which is big among the Gypsies. But Sweden being Sweden. Normal people aren't religious. Actively religious people here tend to have serious mental problems.
Just because somebody lives in a rich country doesn't mean everybody in that country gets the fruits of that wealth. Even the world's richest country, USA, has homeless people. And democracy is worthless without representation. If those in power don't give a fuck about Gypsies and Gypsies are a minority it's the tyranny of the majority. Which is going on in most of Europe. In most of Europe their integration attempts have been nothing but talk.
And because they've the last couple of centuries been persecuted by the government they've developed a tribal country of extreme mistrust of governments. Trust is earned. We've got to earn it if we want Gypsies to integrate. It's a lot harder building trust than fucking it up. This is going to take time. But just like you give evidence of, most people blame the Gypsies themselves. And as long as most people are doing that nothing will change. We need a shift in attitude towards them. Until then it'll just stay like this.