People come to Gatsby's parties to immerse themselves in his artificial world. His parties are very lavish and full of what his riches can buy.
"In chapter 3, Gatsby’s parties in general, and one in particular, are described in poetic fashion. Motorboats, aquaplanes, cars—these sources of amusement appear in great numbers. Food, in vast quantities and garishly prepared, comes in every Friday; once every two weeks a “corps of caterers” transforms Gatsby’s grounds into an amusement park setting."
People in this period were recovering from the shock of WWI, a war that took the world by surprise after the tranquil period of the Victorian Era. People were determined to live life to the fullest after the horrors of both the war and the great Flu pandemic which killed between 20 and 40 million people globally.
The Roaring Twenties was a time of reckless abandon by people who were tired of death and war.
Most people come to Gatsby's parties for a cluster of fairly pathetic reasons. They come because he's rich and they can sponge off him. They come to see the spectacle, and because they've heard interesting things about him. They come for the crowds. They come to be seen, and to drink free alcohol. They represent the hunger of the American people for wealth and celebrity, and show how shallow people can be. This can especially be seen at Gatsby's funeral, when none of the party attendees show up.
Wasn't it also because of the fact they wanted to unite with such people like Gatsby? Gatsby belonged to different social class - the newly rich people of West Egg. Throughout the American history the high class has become separated from other classes.... Didn't they come to the parties just in need for each other? to reunite?