Why does Gatsby return to Louisville? What is the significance of that passage?

Gatsby went back to Louisville in order to relive his time with Daisy. The passage is significant because it tells us that he felt that if he'd looked longer.... he might have found her. In essence..... he did just that..... he kept looking. Unfortunately, the Daisy he once knew was gone..... and she'd never be found again.

He came back from France when Tom and Daisy were still on their wedding trip, and made a miserable but irresistible journey to Louisville on the last of his army pay. He stayed there a week, walking the streets where their footsteps had clicked together through the November night and revisiting the out-of-the-way places to which they had driven in her white car.

He left feeling that if he had searched harder he might have found her—that he was leaving her behind.