Gatsby throws his parties initially for a specific purpose. He expects that one day Daisy will show up at one of them.
By a stroke of luck, Gatsby's new neighbor, Nick, turns out to be Daisy's cousin. Gatsby doesn't have to wait any longer for Daisy to come to one of his parties and discover him. Now Gatsby can have Nick arrange a meeting.
This, of course, is what happens. After Gatsby has been reunited with Daisy and impressed her with a couple final parties, he has no more need to throw the parties.
At this point, Gatsby "has" Daisy and, also, he says he wants to protect her from scandal when she comes to visit him in the afternoons.
Gatsby explains he has dismissed his servants in order to protect Daisy’s reputation when she comes to visit him in the afternoons.
Seen figuratively, Gatsby is no longer in need of a public spectacle to draw in Daisy. Instead, Gatsby actually feels a need to close the doors to better keep Daisy in.