People are cheating on each other all over the place in The Great Gatsby. Tom Buchanan, in addition to that incident with the maid shortly after his honeymoon, not to mention his obvious pursuit of other women at Gatsby's party, has a semi-permanent mistress. Oh, and she's married, too. And then there's Daisy's affair with Gatsby.
So, although there aren't any sex scenes, it's safe to assume that sex is happening all the time, all over the place, between all kinds of people: the married ones, the not-married ones, and the sort-of-engaged ones. We're thinking the constant boozing might have something to do with the sex. Then again, it might just be that everyone is dissatisfied with marriage. (Given that they're cheating on each other all the time, it's no wonder they're dissatisfied.)