In The Great Gatsby, this entire scene has an unreal atmosphere about it for Nick. When he enters the house through a high hallway the windows gleam white and the grass outside seems to grow into the house, and the wind blows curtains and blows the women's dresses, and the women appear to float above the couch. This has the feeling of illusion, which, of course, Nick discovers the relationship between Tom and Daisy is.
From Nick's entrance into the house, until the time he leaves, Nick is a bit dazed and confused. Notice that he is always a little behind the others, without knowledge that they possess.
Jordan acts like he isn't even there, and of course he doesn't even know who she is. The others talk about Jordan's career while Nick stands by unknowing. Tom has a new book full of stale ideas to share. Tom gets a phone call and the women know who the caller is and what the call is about, while Nick doesn't.
The atmosphere and the personalities and details involved, combine to create a bit of a surreal experience for Nick.
It's no wonder he leaves feeling "confused and a little disgusted."
This refers to the first chapter of the book, when Nick has just been to dinner with the Buchanans and Jordan Baker. I think that he feels this way when he leaves the house because he is not at all impressed by Tom and Daisy's relationship.
I think he feels this way because they clearly do not have a true love for one another. He is disgusted that Tom talks openly of cheating on Daisy. He cannot understand why Daisy does not leave Tom.
So he is disgusted by their relationship and confused as to why they stay together, I think.