I noticed two things in "Gypsy" that musically relate to the line "Left without all hope of coming home" (that's how I hear it, but in the liner notes, it's printed as "Left without a hope of coming home").
While "home" is sung with a melisma (G E), that second note is the tonic. This is the musical "home" of the song, which is in E minor.
The song doesn't resolve, it just cross fades into the next track, so there really isn't a "coming home," just as the lyric describes.
