What does Jordan Baker mean when she says she prefers large parties because "they're so intimate. At small parties, there isn't any privacy"? The Great Gatsby

Jordan Baker means that at large parties, people get lost in the crowd, and there is a sense of anonymity that allows people to let their guard down and reveal more of themselves. In contrast, at small parties, there is a heightened sense of awareness of one's surroundings, and there is less opportunity for personal conversations or individual interactions without being overheard. Therefore, large parties can feel more intimate in terms of the connections people make with each other because they are free to socialize without having to worry about the constraints of privacy.