This is an interesting question. I think that we need to go to the root of Gatsby's obsession with Daisy and all things filthy rich. Fitzgerald's point is that the American dream is largely an illusion. The ability to "make it" is admirable but the reality of all the shiny opulence is rotten underneath. So, to answer your question, Gatsby simply buys into the corruption that most of the other characters do. The whole concept of the American Dream, money, Daisy, the parties was rotten before Gatsby decided that he wanted to be a part of it.