Jordan and Nick have just witnessed Tom receiving a phone call from his mistress, a call that sends Daisy out of the room and Jordan into open eavesdropping. A short time later, Jordan and Tom stroll off to the library, and Daisy and Nick sit out on the verandah. Nick sees "turbulent emotions" cross Daisy's face, asks her about her daughter, and receives a cynical reply; and then, as if she knows she didn't react as Nick had wished, Daisy says the following:
‘You see I think everything’s terrible anyhow,’ she went on in a convinced way. ‘Everybody thinks so—the most advanced people. And I KNOW. I’ve been everywhere and seen everything and done everything.’ Her eyes flashed around her in a defiant way, rather like Tom’s, and she laughed with thrilling scorn. ‘Sophisticated—God, I’m sophisticated!’
Daisy is playing the stereotyped part of someone who has become jaded and unhappy despite all her wealth and privilege—having "been everywhere and seen everything and done everything." Nick feels uncomfortable and thinks she is jerking him around with an insincere pose, trying to exact some "contributory emotion" from him. That feeling is confirmed with he sees her just afterwards with a "smirk" on her face, "as if she had asserted her membership in a rather distinguished secret society to which she and Tom belonged."
In fact, Nick is right to be "uneasy" at Daisy's display of unhappiness. The scene accurately foreshadows the "secret society" of two that she and Tom have formed. No matter what temporary unhappiness Tom's affairs cost her, and no matter how much she acts the part of the unhappy wife, even hurting Tom in retaliation with her own affair with Gatsby, Daisy and Tom have a bond that nothing and nobody can shake.