As Nick drives away in chapter 1, he feels:
"confused and a little disgusted."
Nick was rekindling a relationship with a relative with whom he wanted to have mutual respect. Daisy failed to play the part of a mother and wife he expected to see. Nick thought Daisy would "rush out of the house - child in arms". This image demonstrates his longing for appropriate familial relationships, alas, there were none. The fact that Tom had a "girl in New York" disgusted him. These details all put together probably explain his confusion. Why would a couple who could care less about their child and each other stay together?
They also only came out to say a further good-bye to Nick because they had heard gossip that they believed was true about Nick being engaged. This is part of why he had left home. He had enough of the rumors. He probably thought he had escaped all of that only to be reminded of it once again.
Nick feels touched over their interest in the rumors involving his false engagement. He also feels confused and discusted over the idea of Tom having a mistress and Daisy's acceptance of that fact.