Although it is terrible that the Roma have a history of persecution, that is the case for almost every group of people in the world. Equality of all people from all races, genders, ethnicities, religions, etc is a relatively new concept in the history of the world, and everyone can point to some time in history when their people were slighted. If we started trying to make reparations to everyone the work would never end and we would remain stuck in the past. Instead we need to move forward with our lives and try to not repeat the mistakes in the past that lead to discriminatory practices.
While persecution and discrimination of the Roma could never be justified, a Roma nation isn't justifiable either. Various countries would need to forfeit their sovereign land in order for such a nation to exist. Certain countries and peoples should make amends with the Roma, but they shouldn't necessarily do so by giving up land.