You ask a good question. I think the answer is that their venture in Southern California was so good they actually settled down, assimilated, and abandoned their old ways.
Having the opportunity for regular employment at good wages can have that effect. Several years back I met a fellow peddling hightech equipment for a Silicon Valley company ~ he was named Majoram and his father had grown up in a traveling wagon.
You have to remember, Gypsies, as a people, have been subjected to intense persecution and isolation from mainstream life for a long time.
Much of their less savory behavior is a reaction to their lives' conditions.
BTW, not all the folks in fortune telling are Gypsies.
Of course the fortune tellers are not all Gypsies. My late aunt used to give "readings" for pay, but she wasn't really a "fortune teller". Also, some fortune tellers may want to appear Gypsy to project more "credibility" when they are not.
My wife told me they used to have Gypsies come into Nordstrom all the time to shoplift. That and other stories show that there has been some Gypsy problems here, just not the way it has been in other areas. The same holds true for the Mafia, for whatever reasons, and they are many I think.