Why: A group of people in His Dark Materials is called the Gyptians. IRL, gypsies are known as traveling bands of ... nomads, I guess.
Answer: Weeelll, "gypsies" is a name for the Romani people, who are not Romanian, but actually come from India. The term came from Greek word Αιγύπτοι (Aigyptoi, "Egyptian") in the erroneous belief that the Romanies originated in Egypt and were exiled as punishment for allegedly harboring the infant Jesus. Linguistic and genetic evidence suggests they emigrated from northwest India no later than the 11th century.
Now, under the Caravan Sites and Control of Development Act of 1960 by UK Parliament, Gypsies are defined as "persons of nomadic habit of life, whatever their race or origin, but does not include members of an organised group of travelling showmen, or persons engaged in travelling circuses, travelling together as such." This definition includes such groups as New Age Travellers, as well as Irish Travellers and Romany.
The More You Know: It's "gypped," not "jipped," you guys. And it's not very nice.