Nick is disgusted and disappointed to discover how superficial Tom and Daisy are. Their interests and activities reflect very little true concern about others, and even less commitment to each other and their daughter.
It seemed to me that the thing for Daisy to do was to rush out of the house, child in arms-but apparently there were no such intentions in her head. As for Tom, the fact that he 'had some woman in New York' was really less surprising than that he had been depressed by a book.
Nick had moved to the East in anticipation of encountering interesting people who had deep convictions and who were engaged in profound works to advance themselves and society. He was discouraged to find, in his cousin and her husband, two individuals who were contributing nothing of real value or substance to the world around them. Nick didn't understand the relationship between Tom and Daisy or the relationship between the two of them and the rest of the world.