it is a general issue with media, not just comics. to be sure, yes, a lot of us romani pass for white, and quite a number identify as white, but the majority of romani aren’t white passing and don’t identify as white. but this isn’t an issue of how romani identify, it’s how they’re presented by gadjekane media. overwhelmingly, yes, gadjekane media favors fictional romani to look light skinned to the point of whiteness, unless those characters are background stock characters or villains, in which case they tend to look distinctly Other. it's something that's been called out before.
with characters like the maximoffs, it gets confusing since they did originally start off as generic eastern europeans, but they’ve been romani longer than they haven’t, and while pietro passes for white, wanda is occasionally referred to as not being able to pass as white. it’s a much more different case for doctor doom, who has always been established as romani, yet his physical depiction can...vary, i guess? between brown-ish to white passing.
billy and tommy are even more confusing since they reincarnated, although i tend to lean towards them having romaniben, and dick grayson is someone i’m not *that* familiar with, but like i said, a lot of romani do pass for white, even though they actually aren’t. and then you have characters like meggan puceanu, who comes from the romanichal, one of the many romani communities that tend to have more white passing individuals (though that's not an excuse to have a white actress portray her, romanichal identity can be complicated, to say the least).
anyway! you're right in that there's a problem with how media, particularly comics, portrays romani characters as overwhelmingly white passing. for some romani characters, it's not much of an issue because there are roma who do pass for white, for others it does become confusing because comics will say one thing (they look nonwhite) but portray them another (making them look white anyway). personally, i’d hope that soon enough, either dc or marvel (or anyone else, really) can introduce romani characters who don’t pass for white, and that the movies at least try to cast someone romani for their romani characters.