Gatsby is genuinely pleased and flattered that the trio stops by thinking that he is being accepted into their social circle. Gatsby's whole purpose in being that last five years has been to climb up to Daisy's social strata so that he could win Daisy. He is especially pleased that one of the three is Tom Buchanan. The three riders, Tom, a man named Sloane, and a woman, have only stopped however because they were thirsty. They regard Gatsby as little more than a lemonade stand run by an eager child. Sloane is haughty the entire time they are at Gatsby's and is eager to leave as though being there will taint him somehow. The woman politely, after a couple cocktails, asks Gatsby to supper. Tom insists, talking to Nick, that the woman doesn't mean it, she is simply being mannerly. When Gatsby leaves to get his hat and coat, the group leaves however. Gatsby has been snubbed and he doesn't realize it.
Chapter six foreshadows Gatsby's later, more total rejection by Tom and Daisy. In this scene, Tom, his friend Mr. Sloan, and Sloan's companion, "a pretty woman in a brown riding habit, who had been there previously," arrive on horseback at Gatsby's door, looking for a drink of water. Nick is careful never to identify the "lady" as Sloane's wife.
It is clear to Nick, who is visiting Gatsby, that the men have no interest at all in Gatsby, but only want a drink. Gatsby, however, ever the genial host, bustles around, offering them alcohol and inviting them to dinner. The "lady," instead, invites Gatsby and Nick to her own dinner party. Nick has the well-developed sense of social nuance to know to decline, but Gatsby eagerly accepts, saying that although he doesn't own a horse, he will follow them in his car. As he leaves to get his car, Tom scoffs at him, and the group leaves, dumping the awkward task of telling Gatsby they "couldn't wait" on Nick. The Buchanan/Sloane attitude is one of indifference; they merely use Gatsby as a convenience and leave. Gatsby's attitude, in contrast, is one of eager, open-armed desire for acceptance.
Tellingly, Gatsby, wealthy as he is, owns no horses, which are a symbol of old money wealth, and his car, a symbol of modernity, ironically, can't catch up with their horses. In this novel, old money will always win over new.
Short Answer: Gatsby is being gullible in thinking that the group is actually accepting him. The trio is being mocking, rude, and snobby.