It's odd, to say the least, and perhaps Gatsby ought to be more concerned with this dissonance, but it's hardly the first time he's lived with two different lives in his head (one rich and sumptuous, one dirty and worn). Still, she does have a point and perhaps that bears a sort of investigation. "To whom do you think we should alert about our little problem?" he asks, given that she's right in that it's a strange thing. "There has to be some sort of authority, doesn't there?"