It happens to be true that large parties are more intimate than small ones. This remark shows intelligence and perception. At small parties the guests are usually forced to meet everybody and find something to talk about with everybody. This can throw individuals together who have nothing in common. But at large parties, such as the ones Gatsby is hosting, the guests automatically break up into small groups scattered all over the indoors and outdoors. They naturally seek out people they like and feel comfortable with, many of whom they already know. If they meet strangers, as will happen, it will be selectively and on a one-to-one basis. A huge party like Gatsby's becomes a number of small parties all taking place in a single setting. Being in such a big gathering conveys a sense of anonymity on the individual guests which makes them feel less inhibited, especially after they have had a few drinks. Fitzgerald himself, as the author and creator of these scenes, must have found it easier to handle a large party because he could move in his descriptions and dialogue from one small group to another.
Jordan's attitude and preference reflects the attitude of most of the characters in The Great Gatsby, and indeed the general attitude of many of the Lost Generation, those who came into young adulthood in the period of time following World War I.
This age group as a whole was interested primarily in self-centered pleasures and profits. Social relationships were superficial, which allowed Jordan to become slightly acquainted with a great many people at large parties without needing to come to deeply know and appreciate any one individual. Indeed, the main reason one might become well acquainted with another would be if there was an opportunity to make money as a result of the relationship.
Intimacy was not a high priority for any of the main characters in The Great Gatsby. They all had their personal secrets, guarded from revelation to others but very present and influential in the activities and attitudes of their owners.