I’m not sure it’s from Gypsy – kur in old Slavic (or at least Old Bulgarian) used to mean a rooster.
Languages change over time and there are cases of double borrowings between 2 languages or language groups:
Slavic gospoda -> Hungarian gazda -> Slovak gazda
Czech píšťala -> English pistol -> Slovak pištoľ
Czech robot -> English robot -> Slovak robot
Kúrovať is a slang word from Gypsy language, meaning to fuck.
Kúres = sexual intercourse
It may come from Slavic languages but Slovak borrowed it from gypsies. We also have kura (chicken) and kurva (hooker).
Czechs have kouřit (to smoke or as a slang word for blowjob).