Nick asks himself this question early in the novel. Invited to dinner by Tom and Daisy, he learns that Tom is having an affair and that Daisy knows it and is unhappy about it. Nick finds himself unimpressed with Tom, his very wealthy but racist and small-minded former college friend. Driving home, Nick wonders why Daisy stays with such a mean, philandering man:
It seemed to me that the thing for Daisy to do was to rush out of the house, child in arms—but apparently there were no such intentions in her head.
This foreshadows the fact that Daisy won't leave Tom even when Gatsby offers her an out that would allow her the wealthy lifestyle she is used to.
Daisy stays because over the five years of their marriage, she and Tom have developed a bond, even if their marriage has been dysfunctional from the start. They have a child together, and they have grown, in their own way, to love and depend on each other. Daisy makes a psychodrama out of Tom's cheating—at the first dinner, Nick is uncomfortable because he senses that Daisy is striking a phony pose to elicit from him a "compensatory" emotion—but it is clear that she has accepted that there will be an endless string of flings with lower-class women.
Nick catches a glimpse of their relationship as he watches them seeming to conspire after Myrtle's death over cold chicken in the kitchen of their grand house. He sees that they understand each other. Further, Tom offers Daisy wealth, protection, love (in his own twisted way), and a position at the pinnacle of the class structure, none of which she is about to abandon.