Who else would they be supported by? The Roma seem to want to live separately both in the physical and cultural sense from the rest of Europe. So to further that goal, I think it's only natural that they would want to support their own parties in the nations where they live.
Yes, Romani political parties should be supported by the Roma, because the Roma will be more comfortable putting down roots if they feel that their interests are being spoken for in representative bodies. Also, Romani politicians can explain to the government what the Roma people are looking for when settling down.
yes, I think that it would be good for the Roma to support a lot of these parties, since they are going to be good about looking after the Roma people and making sure that they get all of the representation that they diserve from the nations over in Europe.
I think that there isn't really any reason for people to not support political parties such as those like Romani. If people believe that such parties better serve their beliefs and views, then they should support them and not let anything else decide their opinion like outside political biases and groups.
I do not believe Roma people should feel obligated to support Romani political parties, they should support the parties or politicians they agree with. I believe politics can be a very persona matter, getting involved will be very important for the Roma people but they shouldn't feel forced into one side.