It might be that the recent ethnic conflict in Macedonia between the Albanians and Macedonians brought the issue of the respect of minority's rights not just to Albanians but to Roma's as well. I don't know how it is in other multiethnic societies, i.e. if there is ethnic tension between different minority and majority groups and if there is a tendency between different minority groups to stick together or not, but during the war in Macedonia it seemed that the Romas and Macedonians were more close together than Albanians and Romas. Probably that was because most of the Romas speak Macedonian and not Albanian.
This is my personal conclusion because I've read and heard of incidents between the Romas and the Albanians, and the news on some of the Roma TV stations during the war conflict more often resembled to the news of the Macedonian TV stations. Also, most of the Roma political parties tend to form coalitions with Macedonian parties than with Albanians. So this also can be a reason why it's been more easy and unproblematic to accept the Romas. In addition, the Romas have never been very vocal about their minority rights, and it was obvious that they were the most deprived group in the society, so this might have been a reason plus for people to become more engaged into improving their situation. Though as I said, the things have just started to get better, many other things regarding the Roma's situation need to be addressed.
In Macedonia there are no Romas that live by the roads in camps, and almost all of them have some kind of a house, very miserable though, and this was the first case to see wandering Romas in Macedonia. Macedonia was very criticized for not being able to find them accommodation. Fair enough, these people apparently needed support.
Yet, by then a country of 2 milion people had received over 200,000 refugees and the already fragile economy was overburdened with huge expenses for supporting the newly arrived refugees. I don't know how the whole situation with the Roma ended up, but I remember that it was a huge scandal. And, I found it really scandalous that no one criticized Kosovo or Greece, for it but only Macedonia ended up being harshly criticized.
It was also financially unsustainable.By the end of the war the only financial assistance that came from abroad were huge containers with water from USA, and all the rest was supposed to be provided by macedonia.
Still, as you said Macedonia accepted them and then it was supposed to help them, but I am not sure if they legally passed the border or not. Unlike the border between Macedonia and Bulgaria and Macedonia and Greece, the borders with Kosovo on the north and Albania on the west are very porous and not well protected. And in particularly during the war most of people fleeing from Kosovo were let pass the border, without taking in consideration if they have where to stay or not. And even during the ethnic conflict in Macedonia most of the weapon smuggled in Macedonia came from Kosovo, because the borders were not very controlled.
I also remember that there were appeals by some of those Romas for different European countries to take several families under their protection but their calls availed them nothing. So, the international community was very willing to criticise but not very willing to offer any help.