The irony of detachment
To say "I feel detached today" is one thing, but to experience full blown anhedonia is something closer to true nightmare. The horror of detachment is what it indicates about reality, that most of what allow humans to continue on as if their lives have inherent meaning is their participation in a social narrative. In America, that is the game of capitalism (especially in New York City). But Julius is detached from all of it, so he experiences reality with a sense for the sublime.
The irony of the affair
The affair seems to indicate passion, but under a microscope, it is clearly about something different for either party. For her, it is about passion or intrigue, or perhaps just out of boredom, but for him, it is an experiment, just like his medical training might suggest. He is experimenting in intimacy, but that has an inverse effect on his expectations. When the relationship is cold, he can't figure out why, but it's because he is literally over-analyzing.
The irony of the individual
The individual is portrayed in this novel by Julius. He is isolated from his cultural backgrounds, both of which are highly community-oriented. His family is not really a part of his life, especially not his daily comings and goings. Instead, the city is his friend, which is ironic, because the city is made of individuals, but a careful reader will notice that actually, this individual is experiencing Open City like open range, truly detached from the social grips of conformity.
The ironic failure
When the reader sees the journey toward the grandmother, that rings of archetypal meaning. If he connects, the point of the book will be something about family and honor, and the unspoken ways that ancestry and identity interplay. Those subjects are well explored in literature, but in this story, we see him fail. He doesn't get to meet her, and that makes his existence more isolating for him, but in a liberating way. It is the ironic opposite of what the reader might expect.
Irony and culture
This character experiences the world in a skeptical way, so the assumptions that other people make in the culture around him strike him as curious, non-sequitur, and even sometimes offensive. He doesn't understand the world through the same lens as others around him, indicating a uniqueness in his perspective. The culture is mainly about conformity, but with his background, that isn't really even a realistic or interesting goal for him.