The word divorce is never used in the novel, and I think that alone is part of your answer. While Jay Gatsby clearly tries to enchant Dairy away from her marriage vows and later tries to insist that Daisy tell Tom that she never loved him, he doesn't tell Daisy to ask for a divorce. He clearly wants to go back in time and have her all to himself, and he is almost astonished when Nick tells him "you can't repeat the past." In an ideal world, Jay would just marry Daisy and he would have his dream fulfilled. In reality, she would have to divorce Tom, but in this echelon of society in this time period, that is still a particularly strong taboo. Daisy and Tom married to connect families and wealth -- more like an old fashioned royal marriage for alliance purposes. Those kinds of marriages are about more than the relationship of the two people; those marriages represent status and stability for in both the business and the social worlds. Divorce would have been considered an ugly idea that rarely happened because the people involved had way too much to lose.