Of course not. Romanians generally despise Roma people, as do Italians, although this is a rather broad generalisation. Nevertheless it is reflected in the sentiment of those two nations as a whole.
In any case, rom, I believe, is Gypsy for "man", which is a common name for most ancient ethnic people - generally ethnic groups are named after their own names for themselves, which usually means "people" or "men" in their own tongue.
Romanians, on the other hand are named for Romans, as the Romanian people self-style themselves as the true descendants of Romans. Ethnically and culturally it is crap, although their language is not too far from Latin, and it seemed to me that it was at least closer than Spanish, in my experience, as I have studied and spoke both of those langauges. Since French is rather farther off IMHO, I would say that Romanian could be the closest language to Latin after Italian.
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