Why does Gatsby say he cannot leave town?

Gatby wouldn’t consider leaving. He couldn’t possibly leave Daisy until he knew what she was going to do. He was clutching at some last hope and I couldn’t bear to shake him free.

Gatsby tells Nick that he spent the entire night in front of the Buchanans' mansion, just to ensure that Daisy was safe. He tells Nick that Tom did not try to harm her, and that Daisy did not come out to meet him, though he was standing on her lawn in full moonlight. Gatsby is really turning obsessive/creepy here.