Yes, I'm processed this a lot (it's cheese now) but you're so very right.
If you wanted Wanda to have some sort of Witch lineage, it would have been best to keep her as a regular European of some sort. There are far more good examples there, without playing to the bad Roma stereotypes. My wife had a grandmother who came from Poland (her father too) and she was said to be a Witch. Since I sorta know this stuff, I would say, yes, based on the information I received. Older, European Witchcraft is not the same as more modern British/Angle 'Craft' or Wicca.