From here:
http://www.literatureclassics.com/essays/143/
“‘When a man gets killed I never like to get mixed up in it in any way. I keep out. When I was a young man it was different - if a friend of mine died, no matter how, I stuck with them to the end. You may think that’s sentimental, but I mean it - to the bitter end.’”
“‘Let us learn to show our friendship for a man when he is alive and not after he is dead,’ he suggested. ‘After that, my own rule is to let everything alone.’”
Chapter IX, Pg. 163
Meyer Wolfsheim, the man who claims to have made Gatsby, said the above two quotes. He is one of those illusional people who believed he was right. Before he believed in the him, the her, the theirs, but now he believes in the I, the me, the my. He believes that he is showing Gatsby respect by not turning up to his funeral, but that is also an illusion. In his heart, he knows he has disrespected Gatsby. But he believes in the illusion. He believes he is right. And he won’t do anything to change that.