Why does Gatsby return to Louisville after Daisy breaks up with him? What is the significance of that passage?

I don't think Daisy actually broke up with Gatsby. Gatsby did not return from the war and she thought he was dead or changed his mind about the relationship. In any case, her interest in Gatsby began to wane and she married Tom. Gatsby shows up in Louisville just in time to find Tom and Daisy on their honeymoon.