I got that it was probably a connotation issue rather than you being deliberately insulting, don't worry!

Gypsy is... well, traditionally it's a description for the Roma, and yeah, a description of behaviour/culture. But it's weighed down with a lot of unpleasant baggage, so it's not a neutral descriptive word here (though not as bad as nigger or anything) but derogatory. Like, to "gyp" means to cheat someone. So it's tying being Roma together with all those sucky ethnic stereotypes.