We need to remember the sheer amount of gossip and morbid fascination that surrounded the death of Gatsby and the way that reporters swarmed around the house in the aftermath. There is no sense in which the characters you have mentioned would have wanted to become associated or tainted with such scurrilous proceedings. Then, we also need to remember that Gatsby was a man who, in his drive to make himself successful and wealthy, actually had very few real friends. Let us remember that Nick tells us in Chapter Three that he believed he was one of the few people that were actually invited to the party that night. However, perhaps the best answer to this question can be provided by what Wolfsheinn says to Nick to explain why he will not attend Gatsby's funeral:
When a man gets killed I never like to get mixed up in it in any way. I keep out. When I was a young man it was different--if a friend of mine died, no matter how, I stuck with them to the end.
So, not attending Gatsby's funeral is a matter of survival in the way that characters want to protect themselves and show themselves to be thinking of their own needs and safety ultimately. At the same time it is also a reflection of how Gatsby didn't actually have that many friends in the first place.