Contrary to popular belief, neither blond hair nor blue eyes are confined to people of "white" race. There are even individual people who are basically "black" African, but who are fair-skinned with blond hair and blue eyes. I saw one myself just yesterday in my local supermarket.
Blond hair and blue eyes are due to genes which result in the lessening of production of melanin. Mutations causing this dilution have certainly occurred many times, and in many places, in the history of humanity, and will continue to do so. Incidentally, "albinism" is merely the most extreme form of these melanin diluting genes - it isn't a separate phenomenon.
Because these "dilute" genes are usually recessive, there will be many cases where parents have children who are lighter in colouration than they are.
In all the three most publicised cases of blond children being removed from Roma families - one in Greece, two in Ireland - DNA tests have shown that the children are indeed Roma, and in two cases seem to have been the children of the parents from which they were confiscated.
Roma already have a pretty bad reputation in Europe as it is. The recent events - and the publicity given by the "popular" press - will only add to this.