Gatsby's party guests actually knew, or thought they knew, a great deal about their host and his activities. However, those activities were illegal - The Great Gatsby is set during Prohibition, which means all the alcohol he was serving was bootleg liquor, and the gambling that was also going on during the party was against the law as well.
The "young ladies, moving somewhere between his cocktails and his flowers" realized they were drinking illegal beverages - that was part of the attraction and the thrill of attending Gatsby's parties. In the same way, "Da Fontano the promoter...and Ed Legros and James B. ("Rot-Gut") Ferret and the De Jongs and Ernest Lilly-they came to gamble."
Nick's comment about all Gatsby's guests is that they "paid him the subtle tribute of knowing nothing whatever about him." Nick is implying that if there were any investigations or questions about the activities at the gathering or its host, they would claim to have no knowledge of what had happened or of anything suspicious about Gatsby. They were willing to lie to protect him - that's the tribute they were willing to pay.