Outside of that I don't remember him ever being strongly identified as a Gypsy in his previous movies. Could be wrong though cuz it was a while ago. There's no reason to start now lol, especially when it's a way to insulate him from what would obviously be a goldmine for good narratives in a Black Panther movie.
Even if they do choose to identify him as some sort of non-European they could play with that narrative still. Where T'Challa is confident in where he comes from and seeks to better his country Doom's inferiority complex and desire for adoration leads him towards overcompensating with his megalomania. Hell whatever racism he has for Wakanda could be a product of that along with his jealousy that it's a better place to live than Latveria