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.