It's a mistake to think that these are recent developments. These may date back to between the 11th and 15th centuries. It is reported that very large numbers of 'entertainers' were taken back in the slave trains of armies returning to generally the Khorasan region. From there, they spread through the Iran-Iraq-Syria axis, forming the Domari community, while the drift continued into Egypt. Those who found themselves, by whatever mechanism, in Spain, and in the Balkans, were the core that later formed the European Roma.
I don't know that they were much into Central Asia or Africa, although Egypt is technically Africa, if it is Egypt that you meant.
It is interesting that these 'entertainers' were actually, truly the entertainers that we might not expect them to be. They had music, singing and dance in their blood. One of the little known consequences is the crushing impact they had on European native forms of music, dance and singing; flamenco and the fandango are both strongly bound to the gypsy tradition, and nearly extinguished native forms of dancing and singing:
"The 15th century saw the distinction created between the various genres. Serious and measured dances quickly grew outdated while the popularity of the happier and free-moving dances surged exponentially. With the Renaissance, popular and folk dance continued to make huge strides in the history of Spanish dance and even gained recognition internationally. These regional dances both flourished on their own and melded with other dances to birth brand new ones. You can imagine how many- at one point, there were over 200 traditional dances in the region of Catalonia alone!
During the Baroque* period, gypsies arrived to the Iberian continent and the growing popularity of the gypsy music and dance, flamenco, eagerly formed part of the history of Spanish dance. The rest is history- or rather Spanish dance history- as flamenco has since become both a national and international sensation. With feisty flamenco's ever-rising fame, regional dances suffered a decline- a decline which intensified during the 20th century, when the dictator Francisco Franco actually banned all things regional, including dance, music, and languages. Luckily today there has once again been a boost in the pride and the practice of traditional dances, and the history of Spanish dance continues!"
* 1585 to 1730 CE
Listening to flamenco music and connecting their rhythms to Kathak bols is so ridiculously easy, such an easy connect. Looking at them makes it easier
and the old country says it the same way, differently!