Typically, yes, Roma are more trusting of Jews over other outsiders, either in Europe or in the US, although I will note that this is from my end of the experience. I can’t speak for the Roma end. I can say, though, based on what I’ve been told by Roma, that when the Roma face persecution, on either continent, or online, the loudest voices of support from outside of their own community have been from Jews.
If you’re interested, I can recommend some Roma-run blogs, to give their perspective.