Jordan's statement means that large parties allow her to mingle and associate with the people she chooses without necessarily being noticed by the rest of the partygoers. The noise, the music, the large number of people, and the generalized excitement let any one person slip in, find her own set, and quietly have her own party within the larger party. We see this happening at Gatsby's party, where, for example, a small party of people that included Nick, are able to talk unnoticed in the din, or even meet, by chance, in the library. This is a huge contrast, say, to the party of five forced together later, in the heat, at the Plaza hotel, where there is no escape, no privavy.
The statement reinforces that Jordan is witty, clever, and has dry sense of humor. It also shows, as Nick realizes, that Jordan carefully guards her privacy so that she can:
keep that cool, insolent smile turned to the world and yet satisfy the demands of her hard jaunty body.
Many critics have interpreted Jordan as a lesbian using dating Nick as a form of cover. Whether or not this is true, Jordan has a personality that stays detached. Like Nick, she plays the role of observer rather than central actor in most settings. He notes her at times trying to mentally transport herself from unpleasant scenes by lifting her chin and seeming to concentrate on an invisible ball perched on its tip.