I read the information that the East Egg citizens are corrupt, but I think the West Egg is, too. Isn't Jay's business corrupt and illegal?
Yes, Jay has earned his money through illicit business dealings--you're correct. However, we have to examine his motive to see, I think, the main difference between him and the Buchanans. Gatsby seeks to regain Daisy, the love of his life, and he has to have money to accomplish that goal. He doesn't want wealth for himself alone; he needs it to attract her, which tells us a great deal about how shallow she is. In desperation, Gatsby uses the quickest means he can find to accumulate as much money as possible, and that happens to be bootlegging.
The Buchanans, on the other hand, and Jordan Baker reveal themselves to be careless people without solid moral values. Jordan cheats at golf; the Buchanans are unfaithful to each other. Ultimately, Nick points out that the Buchanans with their vast financial resources continue to "mess up people's lives" and then leave destruction in their wake as they simply walk away. They seem to have no conscience.
Gastby is motivated by love, blinded by love, for Daisy. Everything he does is guided by his desire to "repeat the past" and have her again. Although he does break the law, his actions arise from different causes than the Buchanans'.