What is ironic about Jordan’s comment about large parties?

“And I like large parties. They’re so intimate. At small parties there isn’t any privacy.”

This statement is ironic because intimacy would be found at small gatherings, rather than large parties. 

It's a paradoxical statement. At a large social gathering, one can disappear into the crowd and achieve a bit of anonymity. Consider Nick's surprise when he finally meets Gatsby at one of the loud noisy parties his neighbor hosted. If a couple at a party decides to slip off and disappear for some intimacy, it would be apparent immediately in a small group, but at a large affair they could accomplish this feat unnoticed using all the faces, activity and noise as a barrier to distract others from keeping tabs. Sometimes, a seemingly outlandish statement can end up revealing a more subtle truth.