Why Rroma departed from India will forever remain shrouded in mystery. One thing, however is sure. There were never several migrations waves for Rroma that arrived in Europe over the centuries, but there was one and a single wave that gave rise to the Rroma as we know them today.
Due to the total absence of Arabic words in Rromanes, at least of direct loan words, one ca deduce that Rroma left India rather early, probably as early as the VIth century. They passed through Persia, where they acquired their vocabulary pertaining to travels (vurdon, a carriage, is for example of Persian origins), but did not stay there for long, as the layer of acquisitions in Rromanes is rather shallow.
From there, they departed to Armenia. This is not the present-day Armenia, but rather, at that time, Greater Armenia, stretching over a wide area covering parts of present-day Turkey, Iraq, and stretching nearly to the Mediterranean. There, one can very probably say that they remained for a longer period, and most probably converted to Christianity, albeit of a non-conventional form.