Wilson? He thinks she goes to see her sister in New York. He's so dumb he doesn't know he's alive.
This arrogant phrase is said by Tom in the Valley of Ashes - the dull and depressing district where workers live, spend their whole lives and die. Tom talks about the husband of his mistress, Myrtle Wilson. He mocks Mr. Wilson for not knowing that Myrtle isn’t going to see her sister, but instead will spend the night with Tom.
The trust of Mr. Wilson to his wife is something that is funny for Tom. He feels so above the dwellers of the Valley of Ashes that he doesn’t care about the fact that they can have feelings, they can trust each other and have normal family relationships. This phrase solidifies the image of Tom as the cruel and ignorant, bigoted man from the upper crust that treats the workers as inferiors and barely as human beings at all. Tom enjoys mocking Mr. Wilson, knowing that the worker is dependent on him and needs the car that Tom is going to sell him (or not, if Mr. Wilson stops being amusing). Myrtle Wilson sees her chance to get out of the Valley that slowly kills her.
But for Tom she is just another object of amusement, something not worth mentioning after sleeping with her. He treats all his women like that, like disposable items, so the fact of Mr. Wilson being unaware that his wife cheats on him looks for Tom as the sign of stupidity, not his belief in the family relationship. Tom is not simply unable to put himself in Wilson’s shoes: this idea doesn’t even come to his mind, because people like Wilson and his wife aren’t real human beings for him. For him, it possibly would be like trying to understand a dog by applying human concepts to it.