I don’t know the full answer, and I’m not seeing enough of an answer in Wikipedia. Let me put together what I know.
- There have been Roma in Greece for the better part of a millennium; we know linguistically that they went through Anatolia and Greece on the way to Europe, there is Greek in the Roma core vocabulary (such the work for sky), and there are historical records.
- Romani people: “The descendants of groups, such as Sepečides or Sevljara, Kalpazaja, Filipidži and others, living in Athens, Thessaloniki, central Greece and Aegean Macedonia are mostly Orthodox Christians, with Islamic beliefs held by a minority of the population. Following the Peace Treaty of Lausanne of 1923, many Muslim Roma moved to Turkey in the subsequent population exchange between Turkey and Greece.”
- Muslim Roma: “Greece (a small part of Muslim Roma concentrated in Thrace)”. After the Lausanne Treaty, Thrace is where the Muslims of Greece were exempt from the population exchanges.
- I remember the reprobate Bishop Augustin of Florina organising missionary work to convert Muslim Roma. The Greek Orthodox were chuffed to find someone to convert locally.
- Romany was the basis of cants, secrecy languages used in Greece. Traditionally, they were the cants of builders (which leads to the guess that many builders were Roma). Latterly, kaliarda, the gay cant (and Greek counterpart of Polari) had a substantial Romani basis, with a lot of French and English sprinkled on top. So there was bilingualism with Greek.
- One of the first Romani variants to be studied extensively (in 1981) was that of the Roma living in Agia Varvara, a suburb of Athens. (Ρομά – Βικιπαίδεια at least implies they are the biggest grouping of Roma in Greece.) They were originally from Turkey.
- There are Para-Romani languages throughout Europe: mixed languages spoken by Roma, displaying gradual language shift to the local languages. Romano-Greek language/Hellenoromani exists; a linguistics student found a settlement using it in the vicinity of Salonica. But that’s one settlement. The others speak either Greek, Romani, or Turkish.
- Per Muslim Roma, 40% of Bulgaria’s Roma are Muslim, and per Romani people they are concentrated in the south of the country, where the Bulgarian Turks are.
- Balkan Roma are commonly termed “Turkish Gypsies” (Romani people); this is likely more about them being Ottoman, but most of them are either Muslim or recent converts to Christianity.
So, from this bunch of stuff, I surmise:
- A. Many Roma in Greece came from Turkey, where they spoke Turkish, and they still do. It’s not like the Greek state was always bending over backward to make them feel Greek.
- B. Many Roma in Bulgarian and Greek Thrace are Muslim and live among ethnic Turks, so they speak Turkish for the same reason that group A do.
- C. There have clearly been Greek-speaking Roma (hence the Hellenoromani community and the cants, as well as the pre-Ottoman history of the Roma in Greece). They may well not be the majority of Greek Roma.