In this scene, as throughout the novel, the weather reflects the relationships between the characters. In the apartment, Nick comments on the over-large furniture, the smoky air, & the difficulty in moving about. These are physical representations of Myrtle's clumsy attempts to move into Tom's social realm.
The society to which Tom & Daisy belong (the "old money"), although as immoral and hypocritical as any other, is given a sense of near cleanliness in the novel, often associated with the color white, and a feeling of fluidity. Thus the evening at their house is clear, with a candlelit dinner in the yard.
The lower social strata are often associated with dim or drab colors (Myrtle's brown dress in New York, the valley of ashes) and a feeling of claustrophobia. The haze adds to Nick's sense of unknowing and confusion. Those on the bottom of the ladder will be forever lost, unable to make their way to the top (although Gatsby tries).