Tom, Daisy, Jordan, Nick, and Gatsby attempt to flee the oppressive heat by renting a suite at the Plaza Hotel in New York City. Downstairs, in the ballroom of the hotel, Mendelssohn's Wedding March music heralds the beginning of a wedding ceremony.
The irony of that particular music is that the suite upstairs is the scene of the first open and verbal cracks in the marriage between Tom and Daisy. The tensions between the two have been present but unspoken to this point. Now, after some reminiscing about the great heat that had been a factor at their wedding, the conflict between Tom and Gatsby comes out into the open and Daisy is dragged into the argument.
She attempts to be true to her infatuation with Gatsby but has to admit that she did love Tom at one time.
"Oh, you want too much!" she cried to Gatsby. "I love you now-isn't that enough? I can't help what's past." She began to sob helplessly. "I did love him once-but I loved you too."
The wedding music in the background is emphasizing the precarious state of the Buchanan marriage.
I absolutely agree with the first answer. I also teach my students about irony at this point in the book. A wedding is happening below the hotel room, and in the room Gatsby who "felt married to Daisy" is losing her for the final time. Naturally, it reflects the problems in Tom's and Daisy's marriage. But, also the music underscores Gatsby's ultimate and final loss of Daisy who pulls away from him as she finds out the truth about his bootlegging and Gatsby's 'dead dream' continues.